5:07 Thank you for this video but I want to make a minor correction. For the EGARCH model, if C(5) is negative and significant, it means negative shocks (bad news) generate greater volatility than positive shocks (good news). It does not mean volatility is reduced.
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Very helpful video sir
Very helpful
Thank you sir
Superb sir... Thank you for great videos...
Thank you sir
5:07 Thank you for this video but I want to make a minor correction. For the EGARCH model, if C(5) is negative and significant, it means negative shocks (bad news) generate greater volatility than positive shocks (good news). It does not mean volatility is reduced.
Thank you very much sir this is of great help to me
The video was very helpful
Jonah Jesse
Thank you sir
Thank you sir
Thank you sir
Thank u sir