Capital Market Journal

Capital Markets are the cornerstone foundation of economies

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…