1. Using the getsymbols command, download market information of Alphabet (Google Inc's parent firm)'s shares from the Yahoo Database as from the first day of trading in 2010. The ticker symbol of Alphabet's stock is GOOGL. (4 marks) 2. Generate a new variable called timeid using the command gen timeid =_n ( 3 marks) 3. Declare timeid to be your time variable ( 2 marks) 4. Generate a new variable called returns as the quotient of the first difference of the adjusted closing price and the first lag of the adjusted closing price ( 3 marks) 5. Fit a lineplot of the variable returns and describe any stylized facts of financial returns that you witness therein ( 3 marks) 6. Test variable returns for stationarity using the Phillips Perron Test. It should be stationary (2 marks). 7. Run these two commands in succession: i. reg returns L1. returns ii. estat archlm, lags (1 2 3 3) What does the output indicate about the presence of Arch Effects in the returns series? (4 marks) 8. Fit a GARCH (1,1) Model. (3 marks) 9. Interpret the Variance equation, in terms of the persistence of lagged volatility and susceptibility of Aphabet's Stock to lagged shocks (6 marks)