GARCH Models Use _________ as the Information Set Used to Form

question 47

Multiple Choice

GARCH models use _________ as the information set used to form estimates of variance.

• A) forecasts of market volatility
• B) rate of return history
• C) estimated future returns
• D) beta coefficients
• E) none of these

---

Definitions:

Good Faith Bargaining

The principle that both parties in negotiations, such as employers and unions, must participate honestly and sincerely to reach a mutually acceptable agreement.

Careless Worker Model

The early approach to safety in the workplace, which assumed that most accidents were due to workers’ failure to be careful or to protect themselves.

Accidents

Unplanned events that result in injury or harm to individuals, damage to property, or a combination thereof.

Industrial Diseases

Ailments contracted as a result of exposure to risk factors or unhealthy conditions in the workplace.