Simulate two GARCH (1,1) processes, one with low persistence and the other with high persistence in variance. For each process, plot the time series and the conditional variances. Plot the histograms of the original time series and of the standardized time series. Comment on their differences. Compute the autocorrelograms of the original time series, the square of the series, the standardized series, and the square of the standardized series. Comment on their differences.