[Retracted] Analysis of Factors Influencing Stock Market Volatility Based on GARCH-MIDAS Model

Figure 1

Fitting of conditional variance and long-run components of volatility for the multifactor GARCH-MIDAS model incorporating macroeconomic variables and CEPU. (a) rAVGRV + IVA. (b) rAVGRV + M2. (c) rAVGRV + DFI. (d) rAVGRV + CEPU.

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