The following model to forecast the stock market variance over the next period has been estimated. Using a sample of 1,000 observations, we want to test the accuracy of this forecast: RVt+1=0.021+0.432IVt where the stock implied variance IVt is our proxy for the market realized variance forecast over the next period. The t-ratio associated with the intercept is -0.276 and that of the slope is 4.310 . - Based on the t-ratios, what can you say about the significance of these parameters? - What is the standard error associated with each of these parameters? - What is the 95% confidence interval associated with each of these parameters? - Using the findings above, separately test the null hypothesis that the slope is equal to i) 1 and ii) 3