In this exercise, you will learn to:
- Identify volatility clustering using appropriate measures and graphs.
- Estimate the econometric model using MATLAB.
- Interpret model coefficients and graphs.
- Run statistical tests on the return series to investigate how well the model fits the data.
Select the Slide Deck for a guided assignment on this topic. Then use the Link to Platform to try the exercise yourself. Your instructor may have additional guidance regarding the use of this Teaching Tool.