show ur steps and only thrumb up if ur right

Question 10 1 pts You have an ARMA(3,2) model of some financial market data that you estimated using least squares and which you have been using to forecast for several years. The data exhibit time-varying volatility. Which of the following is true? O You can improve the accuracy of your point forecasts using a GARCH model O You can improve the accuracy of your point and interval forecasts using a GARCH model O You can improve the accuracy of your interval forecasts using a GARCH model O You can improve the accuracy of neither your point nor your interval forecasts using a GARCH model