This produces an estimate of 0.52% of the future, or 52 basis points, which is around 6x higher than our initial estimate of 8.1 basis points.
Isn’t that chart mean = 0.052% = 5.2 basis points ≈ the earlier pointwise estimate, not 0.52%, or am I misreading?
That seems correct, though now I am doubting myself.
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Isn’t that chart mean = 0.052% = 5.2 basis points ≈ the earlier pointwise estimate, not 0.52%, or am I misreading?
That seems correct, though now I am doubting myself.