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.roneverhart.com/FlasKap-Madic-Liquor-Lid-for-Large-Tumblers-9-ounce-Color-Options/