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find the volatility forecasts one day and one year ahead for the following assets using the GJR-GARCH model: a)S&P500 b)Budapest Stock Exchange Index c)Barclays Aggregate

find the volatility forecasts one day and one year ahead for the following assets using the GJR-GARCH model:

a)S&P500

b)Budapest Stock Exchange Index

c)Barclays Aggregate Government Bond Index

d)Coca Cola

e)MBIA

f)Euro Exchange rate

g)Cohen and Steers Realty Majors Index

Describe why these numbers are consistent with the information based description of asset volatility for each of the assets.

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