Following with Exercise 7 of Chapter 13: How volatile are house prices? You have downloaded house prices

Question:

Following with Exercise 7 of Chapter 13: How volatile are house prices? You have downloaded house prices for several MSAs and calculated their growth rate. Compute their 1-step-ahead volatility forecast by implementing the best (G)ARCH process. Which MSAs are more volatile? Compare the GARCH volatilities with those from the MA and EWMA. Are they highly correlated?