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  3. 5. suppose that the parameters in a garch (1,1) mo

5. Suppose that the parameters in a GARCH (1,1) model are =0.13,=0.82 and =0.000001. (a)...

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5. Suppose that the parameters in a GARCH (1,1) model are =0.13,=0.82 and =0.000001. (a) What is the long-run average volatility? (b) If the current volatility is 1.75% per day, what is your estimate of the volatility in 20, 40, and 60 days

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