Time Left. QUESLIUIl 1 (5 PUITILS) In the estimated GJR-GARCH equation for MSFT returns is the effect of a positive return significantly different from zero? GARCH Model : girGARCH(1,1) Distribution : norm Optimal Parameters Estimate Std. Error t value Pr(>Itl) omega 0.000003 0.000001 3.8040 0.000142 alpha 0.010182 0.001936 5.2601 0.000000 beta 0.955405 0.002597 367.8692 0.000000 gamma 0.048321 0.006881 7.0222 0.000000 Yes, since gamma is statistically significant with p-value5% MacBook Pro