MVGARCHFORE—Out-of-sample variance forecasts

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

MVGARCHFORE—Out-of-sample variance forecasts

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@MVGARCHFore computes out-of-sample variance forecasts for many of the standard multivariate GARCH models. This applies to the model most recently estimated with GARCH.

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