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using R studio Write an R program that : 1) Get the S&P 500 log returns for the

using R studio
Write an R program that :
1) Get the S&P 500 log returns for the year 2022 > use FRED website to get the data.
2) Fit a standard GARCH(1,1) model to those log returns.
3) Using the fitted GARCH model, simulate 100,000 one-day variance and use the simulated data
to generate the one-day Value at Risk and Expected Shortfall at 95% confidence level. NOTE(((PS: You
cannot copy the GARCH parameter from the output and insert them manually in the R code to
generate VaR and ES.)) You have to get them programmatically from the GARCH fit (using code)).

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