How should I interpret a non significant intercept in a GARCH model?
95504
Should I keep a non-significant intercept in a GARCH model?
146239
How to understand a volatility based ETF like VXX
132204
Why does the standard error of the intercept increase the further $\bar x$ is from 0?
74470
What's the added value of SD line over regression line when examining association between 2 variables?
109535
Measures of residuals heteroscedasticity
46202
Evaluate forecasting ability of GARCH models with RMSE and MAE
127276
How to interpret the coefficients from a beta regression?
85319
Basic question regarding variance and stdev of a sample
107085
The difference between with or without intercept model in logistic regression
106831
How to compute IVx (Implied volatility for a specific expiration) and the expected move with options?
43970
How to interpret coefficients in a Poisson regression?
62481
Log or square-root transformation for ARIMA
99075
Interpreting residual diagnostic plots for glm models?
98061
How to interpret coefficient standard errors in linear regression?
39978
Interpreting Residual and Null Deviance in GLM R
26988
Interpreting coefficients for Poisson regression
157828
Question about bias-variance tradeoff