Consider the monthly log returns of General Electric (GE) stock from January 1926 to December 1999. You may download the data from CRSP or use the file "m-ge2699.dat" on the Web. The log returns in the file are in percentages. Build a threshold GARCH model for the series using \(a_{t-1}\) as the threshold variable with zero threshold, where \(a_{t-1}\) is the shock at time \(t-1\). Check the fitted model.