The file m-geibmsp2608. txt contains the monthly simple returns of General Electric stock, IBM stock, and the S&P composite index from January 1926 to December 2008. The returns include dividends. Transform into \(\log\) returns in percentages. Focus on the monthly log returns in percentages of GE stock and the S&P 500 index. Build a constant-correlation GARCH model for the bivariate series. Check the adequacy of the fitted model, and obtain the 1-step-ahead forecast of the covariance matrix at the forecast origin December 2008.