19 March 2021 3 3K Report

For my thesis, I'm trying to annualize conditional volatility of past stock returns since it is the dependent variable in my research.

As an example, I ran in eViews the daily stock returns of a firm and calculated the volatility using GARCH (1,1) (as you can see in the attached picture).

My question is: Do I need to annualize the GARCH(-1) 0.738970 by multiplying it with sqrt(252)?

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