$($a$)$ Suppose you estimate a t$-$APARCH model for a stock, finding the parameter estimates and variance forecast for day $t$ to be: i$.(10$ marks$)$ Suppose you observe $y_t=0\mathrm{.}2.$ Did measured leverage, as indi$-$ cated by the model, increase, decrease, or stay the same from day $t-1$ to day $t?$