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Download the daily adjusted close price data for the Kotak Mahindra Bank for the period from Jan 1, 2021, to Dec 31, 2021. Compute continuously

Download the daily adjusted close price data for the Kotak Mahindra Bank for the period from Jan 1, 2021, to Dec 31, 2021.

Compute continuously compounded returns and estimate these models:

  1. Appropriate ARIMA model by using Box-Jenkins methodology [10 Marks]
  2. Appropriate ARCH model [20 Marks]
  3. GARCH (1,1) model [20 Marks]

Also, do one-step ahead forecasting for all these models.

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