In RATS, Any specification tests for GARCH and MGARCH?

[garchrookie]

In WinRATS, any specification test is provided for the GARCH model and the multivariate GARCH model?

Thanks a lot.

[TomDoan]

Take a look at the Tsay textbook examples.

http://www.estima.com/Tsay's%20Analysis ... tion.shtml

The univariate GARCH examples are in the low 100's in the page numbers and the multivariates are down near the bottom in the 400's.