Question: In Section 14.2 we have constructed the daily realized volatility measurement for the SP500 index returns. Suppose that we would like to construct the monthly

In Section 14.2 we have constructed the daily realized volatility measurement for the SP500 index returns. Suppose that we would like to construct the monthly realized volatility of the SP500 index returns by aggregating daily squared returns. Construct such a measure, and compare it with the monthly volatility from the best GARCH process and with the monthly volatility provided by MA and EWMA.

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