HETEROSKEDASTICITY
In statistics, when the standard deviations of a variable, monitored over a specific amount of time, are non-constant. Heteroskedasticity often arises in two forms, conditional and unconditional. Conditional heteroskedasticity identifies non-constant volatility when future periods of high and low volatility cannot be identified. Unconditional heteroskedasticity is used when futures periods of high and low volatility can be identified.
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| Time | Country | Indices | Period |
|---|---|---|---|
| 05:00 | Credit Card Spending | Mar | |
| 14:30 | Industrial Product Price Index | Mar | |
| 14:30 | New Housing Price Index | Mar | |
| 14:30 | Raw Materials Price Index | Mar | |
| 16:00 | Consumer Confidence | Apr | |
| 02:30 | PMI Manufacturing | Apr | |
| 02:30 | Tertiary Industry Index | Apr | |
| 02:30 | PMI Composite | Apr | |
| 08:00 | Public Sector Net Borrowing | Mar |
