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Modelling GARCH (1,1)

https://estima.com/forum/viewtopic.php?t=259

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Modelling GARCH (1,1)

Posted: Fri Apr 17, 2009 5:20 am
by Aktar
Hi

I search programmes and documentation for modelling a GARCH (1,1) for returns on asstes... which is the best programmes on rats you recommend ? i don't know very very well RATS

thanks in advance

Re: Modelling GARCH (1,1)

Posted: Mon Apr 20, 2009 3:30 pm
by TomDoan
The GARCH(1,1) model is covered by the GARCH wizard and is rather straightforward.
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