Suppose that GARCH(1,1) parameters have been estimated as = 0.000003, = 0.04, and =
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Suppose that GARCH(1,1) parameters have been estimated as ω = 0.000003, α = 0.04, and β = 0.94. The current daily volatility is estimated to be 1%. Estimate the daily volatility in 30 days.
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In this case V 0000003002 000015 an...View the full answer
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