Consider a GARCH model Xt = 0tZt; where Z are i.i.d. random variables with mean 0 and variance 1. (a) Compute E[X]. (b) Compute E[X-1X2]. What happens if we assume additionally that Z, are standard normal? (c) Show that o = a0 + X-12 E[ot] = a 1+0 1- 01-30 (1)