Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. accounting
  3. below series is the plot of volatility in the stoc

Below series is the plot of volatility in the stock price. From the graph it...

80.2K

Verified Solution

Question

Accounting

Below series is the plot of volatility in the stock price. From the graph it is evident that significant volatility clustering can be seen in tranches. To predict this kind of time series, what method of time series modelling is suitable and why? Justify your answer with proper reasoning. Answer Briefly

image

6.00% 5.00% 4.00% 3.00% 2 2.00% 1.00% 0.00% 1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39 41 43 45 47 49 51 53 55 57 59 61 63 65 67

Answer & Explanation Solved by verified expert
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students