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:

Mediastinum

An area between the lungs that contains the heart, aorta, esophagus, trachea, and thymus.

Surgical Puncture

A medical procedure involving the insertion of a needle to remove fluid for diagnostic purposes or relieve pressure.

Chest Wall

The structures that enclose the chest cavity, including the rib cage, muscles, and skin, providing protection and support.

Fluid

A substance that flows freely, such as a liquid or gas, adjusting its shape to fit its container.