none. edited it from my previous sub. Pls note that the numbers and letters Question $3$

Consider the ARCH model $y_t=x_{t}b+{}_t,$ where ${}_t=u_t[{}_0+{}_1{}_{t-1}^2{]}^{\frac{1}{2}}$ with $u_{t}N(0,1).$

a$)$ Show that the conditional variance var$({}_t|{}_{t-1})$ changes over time.

b$)$ Explain how to test for ARCH effects.

c$)$ Explain how a GARCH model differs from an ARCH model.