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elf_fu elf_fu
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Posts: 705
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6 years ago
A stock has a historical volatility of 39%. The data shows significantly increased volatility in recent data and significantly lower volatility in older data. The implied estimate of the unconditional volatility using the GARCH model is most likely to be which of the following?
A) 12%
B) 25%
C) 45%
D) 85%
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Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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#1
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6 years ago
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elf_fu Author
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6 years ago
Just got PERFECT on my quiz
mcraver1
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Yesterday
Thank you, thank you, thank you!
brina10
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2 hours ago
this is exactly what I needed
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