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5. Suppose that GARCH(1,1) parameters have been estimated as ? = 0.000003, ? = 0.04, and ? = 0.94. The current daily volatility is estimated

5. Suppose that GARCH(1,1) parameters have been estimated as ? = 0.000003, ? = 0.04, and ? = 0.94. The current daily volatility is estimated to be 1%. Estimate the daily volatility in 30 days.

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