How Many Parameters Are Necessary to Define a GARCH (1,1)model

question 19

Multiple Choice

How many parameters are necessary to define a GARCH (1,1) model

• A) 1
• B) 2
• C) 3
• D) 4

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Definitions:

Denying

The action of declaring something to be untrue or rejecting the reality of a situation.

Formal Thought Processes

The capacity for abstract, logical, and systematic thinking, typically associated with the cognitive development in adolescence.

Attribute Behavior

The act of explaining behaviour by attributing it to internal or external causes or characteristics.

Environmental Context

The surrounding conditions, influences, or forces which affect the development or behavior of individuals or systems.