Question: Derive the five-step-ahead forecast of the conditional variance ????2 ???? from a time origin for the GARCH(1, 1) process. Repeat the derivation for a

Derive the five-step-ahead forecast of the conditional variance ????2

???? from a time origin

ℎ for the GARCH(1, 1) process. Repeat the derivation for a GARCH(2, 1) process.

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