frm一级题目

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consider the following GARCH model estimated using daily return data:

which of the following statements are correct?
①the persistence factor of the model is 0.99
②the long-run average daily variance is 5
③the model does not have a long-run average variance
④given is 6, the forecast of conditional variance for day t+1 is 5.99

个人认为1/2是对的，3错，4不知道，求各位大婶解答，或有知道答案的请给出正确答案

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关键词：frm一级 FRM persistence conditional Statements frm考试