Volatility using GARCH

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

AzkaIlyas
Posts: 1
Joined: Tue Jun 12, 2018 1:17 am

Volatility using GARCH

Postby AzkaIlyas » Wed Jun 13, 2018 11:36 am

Hi I am an undergrad student working on a research paper on the exchange rate volatility and it's effect on commodity trade. I am a bit new to EVIEWS. I have the monthly time series data for exchange rate. How can I generate a time series for the exchange rate volatility using GARCH in EVIEWS? Furthermore, what other methods (EVIEWS or else) are available for calculating volatility? Thank you in advance :)

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 6 guests