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- spec = ugarchspec(mean.model = list(armaOrder = c(0, 0), external.regressors = cbind(log(SP)))
- fit = ugarchfit(spec=spec, data=log(EX))
- spec = ugarchspec(mean.model = list(armaOrder = c(0, 0), external.regressors = cbind(diff(log(SP))))
- fit = ugarchfit(spec=spec, data=diff(log(EX)))
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