Forecasting Volatility with Time-Varying Coefficient Regressions

Figure 1

Time series plot of variables. (a) Panel A, (b) Panel B, (c) Panel C, (d) Panel D, (e) Panel E, (f) Panel F, (g) Panel G, and (h) Panel H.

(a)

(b)

(c)

(d)

(e)

(f)

(g)

(h)