Estimators of diversifiable risk and portfolio expected returns to reflect normal market conditions. GARCH (General Auto - Regressive Conditional Heteroskedasticity) models are then used to make forecasts of given time series. from which future predictions of Non - Diversifiable risk. Diversifiable risk and portfolio expected returns are made. https://www.royaltyfurnitureandappliancers.shop/product-category/3-piece-home-office-sets/