Following with Exercise 9 of Chapter 13: you have downloaded the daily stock prices of several stocks

Question:

Following with Exercise 9 of Chapter 13: you have downloaded the daily stock prices of several that belong to the index in Exercise 8. Compute the 1-step-ahead volatility forecast of stock returns by implementing the best (G) ARCH model and compare it to those of MA and EWMA. Are they more or less volatile than the index? Stocks
Stocks or shares are generally equity instruments that provide the largest source of raising funds in any public or private listed company's. The instruments are issued on a stock exchange from where a large number of general public who are willing...