Update the time series of the SP500 index in Section 14.1 and comment on the volatility of

Question:

Update the time series of the SP500 index in Section 14.1 and comment on the volatility of recent times compared to that of past times. Compute the autocorrelation functions of returns and squared returns. Find the best ARCH process to model the volatility of the index. Could you find an equivalent more parsimonious GARCH process?