code: def test_rm2006_bootstrap_smoke(self):
      vol = RiskMetrics2006()
      params = np.array([])
      resids = self.resid
      backcast = vol.backcast(resids)
      var_bounds = vol.variance_bounds(resids)
      with preserved_state(self.rng):
          vol.forecast(
              params,
              resids,
              backcast,
              var_bounds,
              horizon=10,
              start=100,
              method="bootstrap",
          )
  
imports: import numpy
  from numpy.random import RandomState
  from numpy.testing import assert_allclose
  import pandas
  import pytest
  from arch.univariate import arch_model
  from arch.univariate.distribution import Normal, StudentsT
  from arch.univariate.mean import ConstantMean
  from arch.univariate.volatility import APARCH, EGARCH, FIGARCH, GARCH, HARCH, BootstrapRng, ConstantVariance, EWMAVariance, FixedVariance, MIDASHyperbolic, RiskMetrics2006
label_desc: Use image node_id 32 for calling the TestVarianceForecasts obj's underlying member method code with example usage: obj.test_rm2006_bootstrap_smoke() without return types