Hi @Nicole Seaman, there is a new LO for 2024 P1.T4 (VRM) around using the GARCH (1,1) model for estimating volatility. is that something that is in the process of being added to the materials/ study notes?
thanks
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.