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Consider the following generalized autoregressive conditional heteroskedasticity (GARCH) model y = N+ u, u,-N(0, o? ) (1) o? = do + alu_ + Bo? (2) 1. where y, is a daily stock return series. What range of values are likely for the coefficients defined in equations (1) and (2) 2. Suppose that a researcher wanted to test the null hypothesis that an + p = 1 in equation (2). Explain how this might be achieved within the maximum likelihood framework