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If you invest $100,000 in General Electric what is the one day 1% VaR? The 1 day forecast of GE volatility from GJR-GARCH (TARCH) model

If you invest $100,000 in General Electric what is the one day 1% VaR? The 1 day forecast of GE volatility from GJR-GARCH (TARCH) model is 19.9%. From a GJR-GARCH analysis of the standardized residuals you found that 1% quantile is -2.40

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