Question: 1. Using the attached data on the VIX and SPY. a) Plot the VIX and annualized GJR-GARCH volatilities to see whether there is a bias.

1. Using the attached data on the VIX and SPY. a) Plot the VIX and annualized GJR-GARCH volatilities to see whether there is a bias. What are two explanations for this bias? b) Plot the histogram of t...

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