Build a garch model for the transformed series

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Reference no: EM131224755

Consider the monthly simple returns of Intel stock from 1973 to 2003 in m-intc7303.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 2003.

Reference no: EM131224755

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