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[Solution Library] Do a multiple regression analysis with your stock data. I recommend doing this with monthly data because then you can get econometric data with

Question: Do a multiple regression analysis with your stock data. I recommend doing this with monthly data because then you can get econometric data with which to play. I see two basic ways to go.

  1. A multiple regression of your monthly average return on the monthly S&P average return plus a set of econometric variables, and other stock variables you care to try. (You will be welcome to use my econometric variables, but I am in hopes you can dig out at least one of your own.) That would not involve lag variables; it would better be thought of as a correlation analysis than forecasting.
  2. Alternatively, you could use multiple regression to construct a better forecasting method for next month’s sample standard deviation (risk) for yours stock. {This would be an expanded version of the introductory example I gave in the section "Regression of IBM Risk on Both Lag IBM and Lag S&P" in Review of Class of June 5 th , Part 2. But, I will cover lots more material to guide you.}
    Price: $2.99
    Solution: The downloadable solution consists of 4 pages
    Deliverable: Word Document


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