I did part A I just don’t know how to explain in part B.Go to VLAB (http://vlab.stern.nyu.edu/) and

I did part A I just don’t know how to explain in part B.Go to VLAB (http://vlab.stern.nyu.edu/) and            A.  find the volatility forecasts one day and one year ahead for the following assets using the GJR-GARCH  model (this is the same as TARCH): a)     S&P5001 Day= 7.63%     1 Year= 14.50%b)     Budapest Stock Exchange Index1 Day= 15.86%   1 Year= 24.53%c)     Barclays Aggregate Government Bond Index1 Day= 2.85%     1 Year= 3.47%d)     Coca Cola1 Day= 32.00%   1 Year= 32.74%e)     MBIA1 Day= 65.56%   1 Year= 69.99%f)      Euro Exchange rate1 Day= 8.01%     1 Year= 8.87%g)     Cohen and Steers Realty Majors Index 1 Day= 22.89%   1 Year= 30.47%           B. Describe why these numbers are consistent with the information based description of asset volatility for each of the assets.