Assume that the daily return of S&P 500 index (vt) follows GARCH (1,1) model as follows: Yt=c+otet Op = d.+a;(01-1t-1)2 +B; 0t- &riid N(0,1) Read 2 years S&P 500 index (GSPC) data from 09/15/2017 to 09/15/2019. 1. Calculate 1-day 99% VaR and CVaR (i.e. VaRv.(yt) and CVAR 19 (Vt)= AVAR 19 (yt)). 2. Calculate 10-day 99% VaR and CVaR using Monte Carlo simulation method Assume that the daily return of S&P 500 index (vt) follows GARCH (1,1) model as follows: Yt=c+otet Op = d.+a;(01-1t-1)2 +B; 0t- &riid N(0,1) Read 2 years S&P 500 index (GSPC) data from 09/15/2017 to 09/15/2019. 1. Calculate 1-day 99% VaR and CVaR (i.e. VaRv.(yt) and CVAR 19 (Vt)= AVAR 19 (yt)). 2. Calculate 10-day 99% VaR and CVaR using Monte Carlo simulation method