Search found 2 matches

by Hanabi
Fri Apr 13, 2018 6:12 am
Forum: Estimation
Topic: GARCH(1,1) Forecast Series
Replies: 19
Views: 13041

Re: GARCH(1,1) Forecast Series

Thanks Gareth! :D I appreciate the reassurance! However, I still have an issue with the discrepancy between the values that I have calculated manually and the ones that eviews provide. I am pretty sure that the specification I am using to calculate the values manually is correct, any ideas on why th...
by Hanabi
Thu Apr 12, 2018 2:48 pm
Forum: Estimation
Topic: GARCH(1,1) Forecast Series
Replies: 19
Views: 13041

Re: GARCH(1,1) Forecast Series

Hello everyone! I am currently trying to make an out of sample forecast using 10 years of daily data. I have divided my entire sample in two sub-samples the first ranging from the 27th of march 2008 and ending on the 29th of December 2017 and the second one from the 29th of december 2017 to the 27th...

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