# Calculating E^2[σ^2] where σ is a GARCH(1,1) Proces

Given that α =0,113079 β = 0,873884 ω = 0,0000081

Need the calculate a call price using garch volatility I alsa calculated the kurtosis = 235 enter image description here: https://www.researchgate.net/publication/265442526_A_Black-Scholes_model_with_GARCH_volatility

• Wouldn’t that simply be $(E(\sigma_t^2))^2$? – Kermittfrog May 13 at 9:58
• Cross posted (and answered) at Cross Validated here. – Richard Hardy May 14 at 11:22