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Use the fitted GARCH(1,1) model with Gaussian innovation for the return series to obtain k-days-ahead-volatility forecast on June 29,2007 as the...
Use the fitted GARCH(1,1) model with Gaussian innovation for the return series to obtain k-days-ahead-volatility forecast on June 29,2007 as the forecast origin (k=1, .., 10) and give 95% confidence intervals for these forecasts. Data available at http://web.stanford.edu/~xing/statfinbook/_BookData/Chap06/intel_d_logret.txt
