Hello everyone,
I am trying to find volatilty spillovers,so I have two daily return series RINDEX and RETF. I calculated a BEKK GARCH model in WinRats with RINDEX and RETF as the dependent variables. How do I interpret the results? or is the methodology not suitable?
Thank you
Search found 1 match
- Fri Dec 20, 2019 8:40 am
- Forum: ARCH and GARCH Models
- Topic: Volatility Spillover results interpretation BEKK
- Replies: 8
- Views: 29408