Using the monthly cc returns on one stock from 2000 to 2014, we esti- mate the GARCH(1,1) model. The estimation results are summarized in the following table. Table 1: Estimation of GARCH(1, 1) Estimate Std. Error W 0.000006 0.0000006 0.07 0.005 B1 0.90 0.006 [4 pts] Find the plug-in estimator of on + 1. Discuss which stylized fact of financial return data is well captured by the value of this estimator