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Results of the MCS test in Barclays MSCI Green Bond Index volatility forecasting given by weekly TP VAR
| Predictor | |||||
|---|---|---|---|---|---|
| No predictor | 0.00 | 0.66 | 0.00 | 0.00 | 1 |
| GB | 0.00 | 0.71 | 0.00 | 0.00 | 1 |
| RE | 0.00 | 0.77 | 0.00 | 0.00 | 1 |
| OVX | 0.00 | 0.80 | 0.00 | 0.00 | 1 |
| SOE | 0.00 | 0.71 | 0.00 | 0.00 | 1 |
| Green | 0.00 | 0.66 | 0.00 | 0.00 | 1 |
| CVI | 0.00 | 0.00 | 0.00 | 0.00 | 0 |
