Which of the following features of financial asset return time-series could be captured using a standard GARCH(1,1) model?

i) Fat tails in the return distribution


ii) Leverage effects


iii) Volatility clustering


iv) Volatility affecting returns
(A)(ii) and (iv) only (B)(i) and (iii) only (C)(i), (ii), and (iii) only (D)(i), (ii), (iii), and (iv)
B