1. Learn
    2. /
  2. Courses
    3. /
  3. GARCH Models in Python

Exercise

Check mean model assumptions

A GARCH model has been defined and fitted, with its result saved as gm_result. Run a command in the console to take a look at the model fitting summary, and answer the question below:

Which mean model assumption is used when defining the GARCH model?

Instructions

50 XP

Possible answers