[Solved] A company uses the GARCH (1,1) model for

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A company uses the GARCH (1,1) model for updating volatility. The three parameters are , and . Describe the impact of COVID-19 on each parameter,

A company uses the GARCH (1,1) model for updating volatility. The three parameters are , and . Describe the impact of COVID-19 on each parameter, while keeping the others constant, and what impact it will have on the overall model.

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