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1. Derive l-step ahead forecasts for a GARCH(1,2) model at the forecast origin T. 1. Derive l-step ahead forecasts for a GARCH(1,2) model at the

1. Derive l-step ahead forecasts for a GARCH(1,2) model at the forecast origin T. 1. Derive l-step ahead forecasts for a GARCH(1,2) model at the forecast origin T

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