We fit a GARCH (1, 1) model and display the output of the fitted model below. >

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We fit a GARCH (1, 1) model and display the output of the fitted model below. > summary (dax. garch) Call: garch (x = dax) Model: GARCH(1, 1) Residuals: Min 10 Median 30 Max -12. 18395 -0.47968 0.04949 0.65746 4.48048 Coefficient(s): Estimate Std. Error + value Pr(>Itl) 00 4.6392-06 7.560e-07 6.137 8.42e-10 . al 6.833e-02 1. 125e-02 1.25e-09 .:# b1 8. 891e-01 1. 6520-02 53. 817

Posted Date: Jun 11, 2024 09:19 AM

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We fit a GARCH (1, 1) model and display the output of the fitted model below. >

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