GARCH estimations for asset price

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Flors
Posts: 4
Joined: Mon Jun 29, 2015 1:57 am

GARCH estimations for asset price

Postby Flors » Fri Jul 10, 2015 6:01 am

I´ve used weekly log returns from DAX data to calculate GARCH11, TARCH and PARCH and got the values for that.

I want to those GARCH models to forecast DAX performance.
I am not sure about the next step. How can I get from the GARCH equations that is based on log returns to a forecast of the asset price?

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