Day of the Week effect (Garch Model) Interpretation
Posted: Mon Dec 19, 2016 12:25 am
Hey, I am struggling to interpret the result of my study about the day of the week effect. The deadline is this week. I am having problem because I am not studying in econometric but I was assign to study on it in my project. So, how to interpret the result in term of the present of the day of the week effect. How you conclude that it has the day of the week effect? Thank you for your help. I really appreciate it. This is my output:
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