Skip to main content

Table 2 Results of regression-based test

From: Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model

\(X_{t}\) c \(w_{0}\) F-statistic
\(^{\bigtriangleup }\)GEPU 2.947*** 0.532*** 9.71***
(0.000) (0.002) (0.002)
\(^{\bigtriangleup }\)EEPU 2.945*** 0.561*** 12.890***
(0.000) (0.000) (0.001)
  1. ***, **, *Indicate significance at the 1%, 5%, 10% levels, respectively. The values in parentheses are the p values