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Question 3 Figure 3.1 shows the daily returns on the stock market index. Figure 3.1 3013 Table 3.1 provides some GARCH model specifications for the

Question 3 Figure 3.1 shows the daily returns on the stock market index. Figure 3.1 3013 Table 3.1 provides some GARCH model specifications for the basic GARCH(1,1) model where the volatility equation is specified as of = w+ act-1+ Bot-1 and the GJR-GARCH model where the volatility is specified as of = wtasf_itySt-18-1+ Bot-1 where S is a dummy which takes the value 1 when &

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