What happens to the standard deviation when the short rate, Financial Econometrics

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What happens to the standard deviation when the short rate

1. What is the difference between an equilibrium model and a no-arbitrage model?

2. Suppose that the short rate is currently 4% and its standard deviation is 1% per annum. What happens to the standard deviation when the short rate increases to 8% in (a) Vasicek's model; (b) Rendleman and Bartter's model; and (c) the Cox, Ingersoll, and Ross model?

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Financial Econometrics: What happens to the standard deviation when the short rate

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Financial Econometrics: What happens to the standard deviation when the short rate

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