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by the way , the is the mean equation I used for the regression

rsp500 c rsp500(-1) rsp500(-2) rsp500(-3) rsp500(-4)

rsp500 are the daily returns for an index.

hi, can you help me to interpret the results for the following GARCH (1,1) to see if there is a day of the week effect in this estimation please.

this is what I am doing manually, as you see in the file I have to change the sample in the equation estimation each time to include one more day ( the day after the one I am forecasting) and manually change the forecast sample as well to get the new forecast can Eviews do this automatically? please...

thank you Gareth for the link, I have read it and still quit confuse I have my regression as follows rsp500 c rsp500(-1) rsp500(-2) rsp500(-3) rsp500(-4) .........(lagged regression of daily returns) my sample size is from 1/01/2006 to 12/31/2017 I want to forecast al the returns for the hole 2017 y...

good morning, I need some help. I am trying to get Eviews to do the following: I have estimated my regression using GARCH with data from 2006 until 2017. to prove the existence of the day of the week effect I am forecasting the returns from 2017 January until 2017 December to compare the average err...