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)
\(^{\bigtriangleup }\)EEPU
2.945***
0.561***
12.890***
(0.001)