QUESTION 5 In addition to the results provided by the estimated h₁ equation, you also know that = -0.0129, and h T = 7.8

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Question 5 In Addition To The Results Provided By The Estimated H Equation You Also Know That 0 0129 And H T 7 8 1 (84.76 KiB) Viewed 19 times

QUESTION 5 In addition to the results provided by the estimated h₁ equation, you also know that = -0.0129, and h T = 7.8754×10-4, where 1×10-4 = 0.0001. Using this information, what is the most appropriate forecast of volatility one week following the end of the sample? a. = 0.0001. hT+1² = 7.1837×10-4 C. There is not enough information to compute the forecast because Az is not given. d. = 7.1837×10-4 but there is not T+1 enough information to compute the predictive interval for h T+1 1 points Save Answer b. h T+1 T