Show that the GARCH(1,1) model in equation (17.9) is equivalent to the stochastic volatility model dV = a(VL- V)dt + $Vdz where time is measured in days, V is the variance of the asset price, and a=l-a-fi, VL = l_1_p, H = a*/2 What is the stochastic volatility model when time is measure in years? (Hint: The variable «„_, is the return on the asset price in time St. It can be assumed to be normally distributed with mean zero and standard deviation an_\. It follows that the means of M^_I and MJJ-I are a\_x and 2>a*_h respectively.)