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View Code? Open in Web Editor NEWImplement various single-regime and two-state Markov-Switching GARCH models to analyze the daily S&P 500 Index (^GSPC) data from beginning of 1990 to April 15, 2020. Both in-sample and out-of-sample performances of the implemented models will be compared. The Markov-Switching GARCH model is one type of Regime-Switching models in finance.