Consider the daily log returns of the Abbott Laboratories stock from January 2, 2001 to December 31, 2010. The simple return of the stock is given in da2a-0110 . txt. Employ a GARCH(1,1) model with Gaussian innovations to obtain the volatility term structure from \(t=2011\) to \(t=2515\) for \(h=\) \(1,5,10,20,25,30,35\), and 40, where \(h\) denotes the number of trading days.