Search found 2 matches
Search found 2 matches • Page 1 of 1
- Mon Sep 10, 2012 3:14 am
- Forum: Programming
- Topic: extraction of the estimated conditional variance
- Replies: 1
- Views: 633
Hi, i estimated a TGARCH model using the window "program". I specified a period for the estimation and a period for the backtest of the model. I would like to extract the forecast of the conditional variance of the period for backtest, but I don't know how to do it using the program'swindo...