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Estimate asymmetric GJR-GARCH model for S&P500 and a financial sector index traded as an ETF with ticker XLF in the attached data set. Describe the

Estimate asymmetric GJR-GARCH model for S&P500 and a financial sector index traded as an ETF with ticker XLF in the attached data set. Describe the strength of the asymmetry in SP as compared with gold and with XLF.

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