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Although the result of the ARCH-LM test implies no ARCH effect for the far month contract of mentha oil and crude oil futures, a trace of volatility clustering is observed in the daily return graph.
Although the result of the ARCH-LM test implied no ARCH effect for the far month of mentha oil and crude oil futures, a trace of volatility clustering was observed in the daily return graph.
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Volatility analysts, volatility salesmen, and derivatives based on the volatility of volatility?
But the law of volatility applies.
It was a day of volatility.
A little bit of volatility, too.
Moreover, it is not just price gyrations that have increased, but the volatility of volatility itself.
There could be a lot of volatility ahead.
The latest bout of volatility is no exception.
"You take advantage of volatility and make it an opportunity".
But his life sounded like the darkest hell of volatility.
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