Question: N=2 1. (30) Consider the quarterly sales data: datal = {10, 31, 43, 16, 11, 33, 45, 17, 14, 46, 50, 21, 19, 41, 55,

N=2

1. (30) Consider the quarterly sales data: datal = {10, 31, 43, 16, 11, 33, 45, 17, 14, 46, 50, 21, 19, 41, 55, 25} Forecast the volatility for the next quarter a) using EWMA with = 0.9N (where N is the last digit of your student number) b) using GARCH(1,1) with w = 0.000002 a 0.04 and B=0

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