Which of the Following Is True About ARCH and GARCH

question 7

Multiple Choice

Which of the following is true about ARCH and GARCH models?
(I) They are used for modelling and forecasting volatility
(II) They are non-linear models
(III) They can both be estimated using OLS
(IV) Series estimated using these models must have a unit root process

• A) I only
• B) I and II only
• C) I, II and III only
• D) I, II, III and IV

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Definitions:

Sediment Analysis

The study and evaluation of accumulation material like soil, rocks, and particulates in natural settings to understand environmental conditions.

Urinalysis

a series of tests performed on urine to detect and manage a wide range of disorders, such as urinary tract infections, kidney disease, and diabetes.

Volume

A measure of the amount of space that an object or substance occupies.

Glucosuria

The excretion of glucose into the urine, often an indicator of high blood sugar levels or diabetes.