If you invest $100,000 in TESLA what is the one day 1% VaR? The 1-day...
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If you invest $100,000 in TESLA what is the one day 1% VaR? The 1-day forecast of TESLA volatility from the GJR-GARCH model is 50%. From a GJR-GARCH analysis of the standardized residuals, you found that 1% quantile is -2.40. TTT Ariol 3 (12pt) T E E >.2 25 If you invest $100,000 in TESLA what is the one day 1% VaR? The 1-day forecast of TESLA volatility from the GJR-GARCH model is 50%. From a GJR-GARCH analysis of the standardized residuals, you found that 1% quantile is -2.40. TTT Ariol 3 (12pt) T E E >.2 25
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