In this paper. we introduce the intraday high frequency data to estimate the daily linear generalized autoregressive conditional heteroscedasticity (LGARCH) model. Based on the volatility proxies constructed from the intraday high frequency data. the quasi maximum likelihood estimation (QMLE) of the daily LGARCH model and its asymptotic distribution are studied under some regular assu... https://homehardware4ues.shop/product-category/screen-hardware/