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- Tue Aug 04, 2015 8:30 am
- Forum: Econometric Discussions
- Topic: Questions about TGARCH model and EGARCH model
- Replies: 0
- Views: 1571
Questions about TGARCH model and EGARCH model
Excuse me: Genius. I have a question about garch models. I don't know how to decide threshold option of TARCH and Asymmetric of EGARCH. If i want to measure the volatility of stock price. Which number should i type in? And why? Furthermore, if I type in the threshold or asymmetric options of "2...