(d) Suppose conditional volatility in a series is modelled using the following equation. Give the name of this model. What advantages does this model have relative to an ARCH(q)? 2=0+112+112 [4 Marks] (e) Suppose the following model is fitted to estimate conditional volatility in a time series. log(2)=+log(12)+112+[|1|122] Give the name of this model. What advantages does it have relative to the model in part (d)?