Suppose the prices of two assets at close of trading yesterday are $20 (asset A) and $40 (asset B), respectively, and the covariance estimate between their log returns was 0.0001. You are going to update the covariance estimate with a GARCH(1,1) model. The parameters of the GARCH model are a = 0.04, b = 0.94, and w = 0.00003. The prices of the two assets at close of trading today are $20.5 (asset A) and $40.5 (asset B), respectively. What is the new covariance estimate?