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2. Consider the ARCH(1) model. 615 is an iid standard White noise7 at = (Em/0'2 + a1(a?_1 02), Where w > O,a1 > O. (a)

2. Consider the ARCH(1) model. 615 is an iid standard White noise7 at = (Em/0'2 + a1(a?_1 02), Where w > O,a1 > O. (a) Show that When 0

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