GARCH-X : How to interpret result after including exogenous regressors in the mean equation in GARCH and including them in the variance equation?

19 February 2020 0 4K Report

Hello,

Could anyone explain me how to interpret result after including exogenous repressors in the mean equation in GARCH-X and in the variance equation?

I want to know in the equation of GARCH-X : how do we explain the result of exogenous variable Xt (in % or in absolute value like a fixed constant value)?

Thanks in advance

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