FTSEMIB timeseries volatility study and -26% volatility risk scenario
An extensive time-series analysis has been carried over the FTSEMIB to gather statistical parameters and analyse the FTSEMIB daily and cumulative returns volatility patterns. The FTSE MIB chart has already been drifting in a sideways pattern after a BollingerBand technical…
Estimating volatility of Inflation metrics, implementing MSE volatility, ARCH GARCH HS comparison
Study of Inflation metrics volatility has been started with estimating the 3/6/9/12 months volatility extracted form Mean Squared Error in Core CPI in a range 0.2% 0.4%. Measure of volatility in Core CPI, that should be useful to determined the…
