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hi, thank you. That was a helpful information. I would like to ask another question to the assumptions of error distribution. In the Eviews Handbook is written: " To specify the form of the conditional distribution for your errors,...". From my understanding in GARCH you should specify the...

hi, i ve got some textbooks and discovered some additional tests. Unfortunately, I did not find answers to these questions 1) The questions seems perhaps to be stupid, but can someone tell me to which equation the lowest part of the output is referring to? Is it the mean equation or the variance equ...

trubador,thank you for your answer. I thought the lower part of the estimation output consideres the variance and not the mean equation. So am I right to say, that the whole lower part ouf the estimation output is useless for GARCH-Models? Or are some informations usefull (for example the akaike inf...

Hi, I am currently working on an estimation for stock volatility with a GARCH or EGARCH-model, including one exogenous variable in the Variance Equation, Credit Default Swap Spreads. Being not really familiar with Eviews, I would like to ask you 2 questions: (1) For GARCH and EGARCH estimation, I al...