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Exercise 2.3 Estimate the GARCH(1,1) parameters for the daily stock data in the attached excel file. What are the GARCH parameters and the forecasted volatilities

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Exercise 2.3 Estimate the GARCH(1,1) parameters for the daily stock data in the attached excel file. What are the GARCH parameters and the forecasted volatilities 30,365 , and 730 days into the future? What are the parameters if the errors are t-distributed with f degrees of freedom? Exercise 2.3 Estimate the GARCH(1,1) parameters for the daily stock data in the attached excel file. What are the GARCH parameters and the forecasted volatilities 30,365 , and 730 days into the future? What are the parameters if the errors are t-distributed with f degrees of freedom

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