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- Wed Jul 17, 2019 12:02 pm
- Forum: Econometric Discussions
- Topic: GARCH 1,1 Out of sample forecasting.
- Replies: 0
- Views: 5181
GARCH 1,1 Out of sample forecasting.
Hello, I am rather new in the Eviews universe and I require some clarification when it comes to out of the sample forecast for GARCH 1,1 GARCH-M and PARCH Models. I have 3360 daily observations from Russian RTSI in DLOG form, I have done all the tests and so on but I am stuck at forecasting, especia...