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Assume we fit an ARMA(2,0) model to the daily return on market portfolio. Model outcome is provided in the picture. Given that today is Monday

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Assume we fit an ARMA(2,0) model to the daily return on market portfolio. Model outcome is provided in the picture. Given that today is Monday and return on market portfolio is 1% today, and it was 0.5% yesterday. what is your forecast for Friday?

ARMA(2,0) nodel ttie dalt retuara/t et polt fols. Assure fit we an Model outcore provided ve low (. t -2 Given that today is Monday and /eturn on , end it wij 0,5% yesterday, whatour fore caut for friday

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