Question
Consider the quarterly sales data:data1 = {10, 31, 43, 16, 11, 33, 45, 17, 14, 46, 50, 21, 19, 41, 55,25}.Forecast the volatility for the
Consider the quarterly sales data:data1 = {10, 31, 43, 16, 11, 33, 45, 17, 14, 46, 50, 21, 19, 41, 55,25}.Forecast the volatility for the next quarter a) using EWMA with= 0:93 b) using GARCH(1,1) with!= 0:000002,= 0:04and= 0:2.
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Options Trading Option Trading Strategies For Beginners
Authors: Alan Richards
1st Edition
153274479X, 978-1532744792
