hi, can you help me to interpret the results for the following GARCH (1,1) to see if there is a day of the week effect in this estimation please.
garch(1,1) interpretation and day of the weeek effect)
Moderators: EViews Gareth, EViews Moderator
Re: garch(1,1) interpretation and day of the weeek effect)
by the way , the is the mean equation I used for the regression
rsp500 c rsp500(-1) rsp500(-2) rsp500(-3) rsp500(-4)
rsp500 are the daily returns for an index.
rsp500 c rsp500(-1) rsp500(-2) rsp500(-3) rsp500(-4)
rsp500 are the daily returns for an index.
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