e-garch model. forecasting out-of-simple

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
mike0093
Posts: 2
Joined: Wed Jan 17, 2018 9:40 am

e-garch model. forecasting out-of-simple

Postby mike0093 » Wed Jan 17, 2018 11:14 am

Good evening to all.
I am a newcomer on Eviews and I recently registered on your forum. I hope that I am in the right section to ask this question.
For a research thesis I am working with time series and I am studying volatility. In this regards I am using the e-garch model.
I need help to be able to make a forecast of std dev- out of sample - and say how the volatility goes.
Someone would be so nice as to help me?
Thanks. :D
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11836
Joined: Tue Sep 16, 2008 5:38 pm

Re: e-garch model. forecasting out-of-simple

Postby EViews Gareth » Wed Jan 17, 2018 11:17 am

After estimating, hit the forecast button and give names for the S.E. and GARCH output.
Follow us on Twitter @IHSEViews
Top
mike0093
Posts: 2
Joined: Wed Jan 17, 2018 9:40 am

Re: e-garch model. forecasting out-of-simple

Postby mike0093 » Wed Jan 17, 2018 11:25 am

thanks :D
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 7 guests