https://sunburstmarkets.com/estimating-vol-using-garch-and-exogenous-variables-volume-and-open-interest/
Estimating Vol using Garch and Exogenous variables - Volume and Open Interest - Sunburst Markets
Dec 6, 2024 - Hello all, I'm utilizing GARCH(1,1) to estimate voaltility and I wish to know whether or not quantity and open curiosity
exogenous variablesopen interestestimatingvolusing