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Suppose that GARCH(1,1) parameters have been estimated as = 0.000004, = 0.05, and = 0.94. The current daily volatility is estimated to be 1%. Estimate

Suppose that GARCH(1,1) parameters have been estimated as = 0.000004, = 0.05,

and = 0.94. The current daily volatility is estimated to be 1%. Estimate the daily volatility

in 30 days.

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