EViews.com

Anyone? Gareth?

Hi, I am trying to forecast bitcoin volatility with the use of Google trends data. The model I am using is a GARCH (1.1) My total time period is 1.1.2014-28.9.2018, while my estimation period is 1.1.2014-31.12.2016, and forecast period is 1.1.2017-28.9.2018. Below you can find my results for estimat...

I can't comment on Gretl, but I just ran that model in Stata and SAS, and they both match the EViews output.

Gareth, I wonder if you could still comment on why does the R-squared become so high in models like this, is it becuase of the fixed effects on the cross sections?

Thanks

Ace

To the left results (pooled), right fixed effects, cross sectional and time.

ANyone?

Anyone who would have any knowledge to this?

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The attached file!

wow thanks for the quick answer! :) I still have some questions regarding the model. In the attached file, I did a test run. I got quite different results with Eviewss and Gretl. The results in Gretl are postive signficant, for the "Outside" variable (which was the expected result accordin...

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