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- Fri Sep 16, 2016 2:52 am
- Forum: Estimation
- Topic: estimating volatility using garch(1,1)
- Replies: 0
- Views: 9949
estimating volatility using garch(1,1)
Hello guys, my problem is the following, i have a sample of 2792 daily returns of a stock,i run the garch(1,1) model and got the coeffs.From now on how do i get the next days volatility?i mean, how do i get the volatility in number or percentage?i can't seem to figure this out.... I would appriciate...