The parameters of a GARCH (1,1) model are ? = 0.00003, ? = 0.04, and ? =

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The parameters of a GARCH (1,1) model are ? = 0.00003, ? = 0.04, and ? = 0.92. If daily volatility is estimated to be 1.5%, and today's stock market return is 0.8%, what is the new estimate of the ...

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The parameters of a GARCH (1,1) model are ? = 0.00003, ? = 0.04, and ? =

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