Question: Consider the three-dimensional return series jointly. Build a multivariate time-varying volatility model for the data, using the Cholesky decomposition. Discuss the implications of the model

Consider the three-dimensional return series jointly. Build a multivariate time-varying volatility model for the data, using the Cholesky decomposition. Discuss the implications of the model and compute the 1-step ahead volatility forecast at the forecast origin t =

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