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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
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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