GARCH (1,1) out of sample forecast the right way

[Ibrahim1985]

Dear all,

I’m conducting GARCH (1,1) analysis, and I reached the point where I must make an out of sample estimation. My data covers from 2000 to 2015, and I’m using multivariate GARCH analysis. I’m not I’m doing it right:
1- After conducting GARCH (1,1), I went to Proc.
2- Then using forecast.
3- Using the specification in the picture attached.
4- I’ll get the results and the charts as it shown in the same picture attached.

My questions are:
1- Is’t correct, if is it no, what is the right way?
2- I’m using the whole sample in the forecast, is it right?
3- Regarding the table of the results, who I interpret the results to see whether it’s significant or not?
I’m using to forecast the dependent variable (IVI30) by putting the IVI30 c FTSE100r (the returns) in the mean equation and IP (industrial production) in the variance equation.

I really need your help guys, and thank you so much in advance.