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?
Diese Übung ist Teil des Kurses
GARCH Models in Python
Interaktive Übung
Setze die Theorie in einer unserer interaktiven Übungen in die Praxis um
