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We have learned historical volatility, GARCH(1, 1)and now implied volatility. Implied volatility contrasts to historical and GARCHM.l) methods because the implied volatility is estimated by

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We have learned historical volatility, GARCH(1, 1)and now implied volatility. Implied volatility contrasts to historical and GARCHM.l) methods because the implied volatility is estimated by the option underlying market price. True False

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