GARCH model format is right or wrong???kindly guide me friends

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abdulraufhcc
Posts: 2
Joined: Tue Feb 13, 2018 8:01 am

GARCH model format is right or wrong???kindly guide me friends

Postby abdulraufhcc » Wed Feb 14, 2018 9:06 am

if I am going to check the volatility of Pakistani stock market spillover by its own or from the other 5 developed markets or not....
either I need to put stock returns of Pakistani stock returns as dependent and AR(1) in mean equation and variance equation need to add 5 developed stock returns as variance regression or not?
file is attached guide me model in this form is okay or not
Attachments
attachment.docx
file for model
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abdulraufhcc
Posts: 2
Joined: Tue Feb 13, 2018 8:01 am

Re: GARCH model format is right or wrong???kindly guide me friends

Postby abdulraufhcc » Wed Feb 14, 2018 9:08 am

Waiting for a favourable response from group members and need guidance to resolve it....


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