Question: I need 100% correct answer will be upvote A generalized autoregressive conditional-heteroskedastic ( GARCH )(1,1) model has the following parameters: =0.0005;=0.01;=0.98 The implied long-run volatility

I need 100% correct answer will be upvote A generalized autoregressive

conditional-heteroskedastic ( GARCH )(1,1) model has the following parameters: =0.0005;=0.01;=0.98 The implied

I need 100% correct answer will be upvote

A generalized autoregressive conditional-heteroskedastic ( GARCH )(1,1) model has the following parameters: =0.0005;=0.01;=0.98 The implied long-run volatility level closest to: You have been provided the following table of zero spot rates: Using the information provided in the table, which of the following is the accurate 1-year forward rate 2 years from now

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