Question: Consider the monthly simple returns of Intel stock from January 1973 to December 2008 in m-intc7308 . txt. Transform the returns into log returns. Build

Consider the monthly simple returns of Intel stock from January 1973 to December 2008 in m-intc7308 . txt. Transform the returns into log returns. Build a GARCH model for the transformed series and compute 1-step- to 5-step-ahead volatility forecasts at the forecast origin December 2008.

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