Suppose that GARCH(1,1) parameters have been estimated as w= 0.000003, a=0.04, and 8=0.94. The current daily volatility
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Suppose that GARCH(1,1) parameters have been estimated as w= 0.000003, a=0.04, and 8=0.94. The current daily volatility is estimated to be 1%. Estimate the daily volatility in 30 days.
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