ot A risk manager estimates daily variance Ot using a GARCH model on daily returns =w + auz_1 + Box-1, with w= 0.0000008; a = 0.04; B = 0.93. Using the model, what is the long-run annualized volatility estimate (assuming 252 trading days in a year and that volatility increases by the square root of time)? 9.89% 0.63% 0.52% 10.04% ot A risk manager estimates daily variance Ot using a GARCH model on daily returns =w + auz_1 + Box-1, with w= 0.0000008; a = 0.04; B = 0.93. Using the model, what is the long-run annualized volatility estimate (assuming 252 trading days in a year and that volatility increases by the square root of time)? 9.89% 0.63% 0.52% 10.04%