Question: Consider the following conditional variance equation for a GJR model. h = o + u +Bh-1+yu-1 1-1 where I. 1 if u-1 <0 =

Consider the following conditional variance equation for a GJR model. h = 

Consider the following conditional variance equation for a GJR model. h = o + u +Bh-1+yu-1 1-1 where I. 1 if u-1

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