The following GARCH(1,1)model is used to forecast the daily return variance of an asset:
 
  Suppose the estimate of the volatility today is 6.0%and the asset return is-3.0%.What is the estimate of the long-run average volatility per day?
 
  A.1.12%
 
  B.1.29%
 
  C.1.85%
 
  D.1.91%
 
  Answer:A

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