Output for MV-GARCH

[BNK_BNK]

Hi Tom,

As I employ RATS for estimate bivariate GARCH model, to capture spillover effect (I already got this result).
But I would like to know more how can I get the output of estimate for each variance equation like my attached picture( which I copy from SAS), I have to use residual of each daily period to calculate in next process.

garch11.jpg (264.67 KiB) Viewed 5723 times

Best regards
Purichita

[TomDoan]

I'm confused about what this is showing. The standard errors are flat, which wouldn't be the case for a GARCH model of any type.

The variances are already being computed as part of the estimation, so you can just use the MVHSERIES option to fetch them.