Question 17 The estimated GARCH volatility model parameters and t-statistics are given below. What does parameter alpha indicate? Parameter Estimates param t-stat 0.0000255 14.10 0.053 27.12 0.940 505.68 alpha shows the effect of previous day volatility on current volatility forecast. It is not statistically significant as the t-stat is below the 95% critical value. alpha shows the effect of previous day volatility on current volatility forecast. It is statistically significant asathe t-stat is above the 95% critical value. alpha shows the effect of previous day return on current volatility forecast. It is not statistically significant as the t-stat is below the 95% critical value.

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