问题如下：
If given the time series is ARCH(1) and the model is εt2=a0+a1εt-12+ut, which of the followings is most likely correct?
选项：
A. a1 is not significantly different from 0.
B. a1 is significantly different from 0.
C. the variance of the error terms for this time series cannot be predicted.
解释：
B is correct.
考点: ARCH & summary of AR assumption.
解析：若一个时间序列的ARCH(1)成立，则模型中的a1不等于0，并且这组时间序列的方差是可以被预测的。所以只有B选项正确。
请问老师C为什么不对。给定a1就可以预测残差的方差了。课后有一道例题类似的。
