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by G_Cass
Fri Mar 15, 2013 5:32 pm
Forum: EViews 5 and Earlier
Topic: GARCH-X model
Replies: 0
Views: 4529

GARCH-X model

hello, i am obtaining a negative constant for my conditional variance equation, please can anyone help? I am running a garch-x model on eviews, using the arch-garch object-equation option. my data is the uk 3-month t-bill. the garch-x is very similar to the garch, except it include an additional reg...

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