Build a garch model for the series - build a stochastic
Consider the monthly log returns of General Motors stock from 1950 to 1999 with 600 observations:
(a) build a GARCH model for the series,
(b) build a stochastic volatility model for the series, and
(c) compare and discuss the two volatility models.
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consider the monthly log returns of general motors stock from 1950 to 1999 with 600 observationsa build a garch model
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