Search found 1 match
- Mon Apr 26, 2021 9:23 am
- Forum: Econometric Discussions
- Topic: Another GARCH forecasting topic
- Replies: 0
- Views: 17072
Another GARCH forecasting topic
Hi. I hope you can help me with something short and simple (again I hope it is). I am working on a research paper about COVID-19 and its impact on the stock market. One part of my case study revolves around volatility. I know that due to COVID-19 there was a huge increase in march 2020 in volatility...