Question: Discuss and FULLY explain using your OWN words the advantages and disadvantages to use the generalised autoregressive conditional heteroskedasticity (GARCH) model for changes in volatility

Discuss and FULLY explain using your OWN words the advantages and disadvantages to use the generalised autoregressive conditional heteroskedasticity (GARCH) model for changes in volatility

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What are the advantages and disadvantages of using the generalised autoregressive conditional heteroskedasticity (GARCH) model for changes in volatility?

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