Base information Home Purpose FAQ Notations Formula Figure descriptions Indexes Links to time series Pop-up to time series Two-time series comparison One figure comparison

Volatility increment conditional on the historical volatility for "Long Memory Affine Pure Aggregated ARCH
(param.set 2)"

Conditional average of the centered volatility increment, conditional on the historical volatility The horizontal axis gives the volatility, the vertical axis gives the time horizons for the historical volatility and volatility increment.
Conditional correlation between the centered volatility increment and the historical volatility, conditional on the historical volatility The horizontal axis gives the volatility, the vertical axis gives the time horizons for the historical volatility and volatility increment.