Consider the monthly log returns of General Motors stock from 1950 to 1999 with 600 observations: (a)

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Consider the monthly log returns of General Motors stock from 1950 to 1999 with 600 observations:

(a) build a GARCH model for the series,

(b) build a stochastic volatility model for the series, and

(c) compare and discuss the two volatility models.

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