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Hello Everyone, I'm not good in programming. I have estimated GARCH, EGARCH and TGARCH models below from EView built in program. I want a program to extract the necessary inputs (residuals, conditional variance, standardized errors, estimated coefficients, etc.) and plot the NIC. *******************...

I'm using EGARCH from the window-quick-estimation-Arch-EGARCH and not command window. I have identified residuals, conditional variance, standardized errors, estimated coefficients in the window and my problem now is running the News impact curve potion of the program from command window while the d...

Hello, I'm estimating an EGARCH (1 1) model and the News impact curve using the attached program codes, but all 6 News impact curves seem to be the same. Can anybody tell me what I'm doing wrong. See that attached program codes. I will appreciate any help I can get. Thank you Using Eviews 7.0 but up...

Hello,
I am using EVIEWS 7 and I want to draw "News Impact Curves" in EGARCH. Can anybody help. Thank you

QMS Gareth,
Thank you very much and I will try the code.

Hello
I am using EView7. How do I estimate Gregory and Hansen (1996) cointegration test procedure for structural break in EView7? Thank you.