10. In the GARCH model, future volatility is predicted to increase when a return of large magni- tude occurs. Suppose the volatility is now at the long-run average level, and a high magnitude return happens. Which of the following GARCH models will take the shortest time for the volatility to revert back to the long-run average? A) 6 1 = 0.03 +0.0187 + 0.9502 B) 63 1 = 0.05 + 0.0187 + 0.9602 C) 63 = 0.02 + 0.01R7 +0.976, D) 63 = 0.01 + 0.0187 +0.980