Hi,
I´ve computed weekly log returns via Eviews8 and estimated the parameters of GARCH(1,1).
I would like to predict the returns with the mean equation:
r = h(t)^0,5 * white noise
and the variance equation:
h(t)= gamma + alpha * r(t-1) + beta * h(t-1)
Therefore i need to program this equations but I´ve got no idea how to do that. Have read the user´s guide and searched for solutions on the internet but were not able to find the solution. Could you help me please?
Kind regards
Programming GARCH(1,1)
Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt
Who is online
Users browsing this forum: No registered users and 31 guests