Build a stochastic volatility model for the daily log return of Cisco Systems stock from January 1991 to December 1999. You may download the data from the CRSP database or the file dcsco9199.txt. Use the model to obtain a predictive distribution for 1-

step ahead volatility forecast at the forecast origin December 1999.

Finally, use the predictive distribution to compute the value at risk of a long position worth $1 million with probability 0.01 for the next trading day.