n=3

fin21 q2 SO 40 30 M , N 20 10 5 10 15 1.png ECF4612 23.06.21 QUESTIONS 1. Consider the quarterly sales data: datal {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 l = 0.9N (where N is the last digit of your student number) b) using GARCH(1,1) with w= 0.000002 ,a = 0.04 and B = 0. fin21 q2 SO 40 30 M , N 20 10 5 10 15 1.png ECF4612 23.06.21 QUESTIONS 1. Consider the quarterly sales data: datal {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 l = 0.9N (where N is the last digit of your student number) b) using GARCH(1,1) with w= 0.000002 ,a = 0.04 and B = 0