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Hi there, So I am comparing volatility forecasts produced by a range of models, and want to evaluate them against a proxy for actuals (which I'm using 5-min realized variance). In obtaining my forecasted values, I estimate an ARCH/GARCH model for my mean equation for an in-sample period, then foreca...

Hi there, So I am forecasting volatility for my dissertation, and using multiple time-series models (ARCH, GARCH, EGARCH etc). Once I estimate my equation, then use the forecast tool, How do i save the series of forecasted variance values? I note that it automatically saves the forecasted mean equat...