The Parameters in a GARCH (1,1)model Are: Omega =0

question 5

Multiple Choice

The parameters in a GARCH (1,1) model are: omega =0.000002,alpha = 0.04,and beta = 0.95.Which of the following is the closest to the long run average volatility?

• A) 1.1%
• B) 1.2%
• C) 1.3%
• D) 1.4%

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Definitions:

Multivoting

A decision-making technique used in groups to narrow down a large set of options to a manageable number by allowing multiple votes.

Prioritization Matrix

A tool used to rank projects, tasks, or options based on their relative importance and urgency.

Collaborative Decision Making

The process by which multiple stakeholders work together to come to a decision regarding an issue or problem.

Brainstorming

A group creativity technique in which efforts are made to find a conclusion for a specific problem by gathering a list of ideas spontaneously contributed by its members.