GARCH Forecast with different Confidence intervalls

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vietony
Posts: 1
Joined: Tue Jun 27, 2017 6:36 am

GARCH Forecast with different Confidence intervalls

Postby vietony » Tue Jun 27, 2017 3:23 pm

Edit: Problem solved. I barked up the wrong tree. Sorry Guys :cry:
Last edited by vietony on Wed Jul 05, 2017 8:21 am, edited 1 time in total.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13307
Joined: Tue Sep 16, 2008 5:38 pm

Re: GARCH Forecast with different Confidence intervalls

Postby EViews Gareth » Tue Jun 27, 2017 3:40 pm

Not really sure that your question lines up with the code.

The code you have is performing a rolling garch regression (although no variables are specified, so it is actually doing nothing) and then a rolling forecast.


Your question mentions nothing about rolling.


You mention confidence intervals, but don't mention what they are confidence intervals of.

You mention sample sizes, but don't mention what the samples are for?
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