Which of the Following Are NOT Features of an IGARCH(1,1)

question 13

Multiple Choice

Which of the following are NOT features of an IGARCH(1,1) model?
(I) Forecasts of the conditional variance will converge upon the unconditional variance as the horizon tends to infinity
(ii) The sum of the coefficients on the lagged squared error and the lagged conditional variance will be unity
(iii) Forecasts of the conditional variance will decline gradually towards zero as the horizon tends to infinity
(iv) Such models are never observed in reality

• A) (ii) only
• B) (ii) and (iv) only
• C) (ii), (iii) and (iv) only
• D) (i), (ii), (iii) and (iv)

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Definitions:

Parental Supervision

The monitoring and guidance provided by parents or guardians to ensure the safety and well-being of their children.

Legally and Emotionally

Pertaining to both the legal aspects and the emotional responses or conditions.

Macrosystem

The most encompassing layer in Bronfenbrenner's Ecological Systems Theory, reflecting the overarching cultural or societal context that affects an individual's development.

Exosystem

A concept in ecological systems theory referring to the larger societal conditions that affect a person's immediate environment but with which the individual does not interact directly.