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Thank you, Trubador.

Actually, I've attempt GARCH-in-mean, (bivariate) symmetric BEKK-GARCH and asymmetric BEKK-GARCH (TGARCH) but they all seem to be misspecified. I mean the portmanteau tests for the residuals are insignificant. Can you have any suggestions to correct the models? Thanks in advance.

Hi, I'm estimating Bivariate GARCH in Eviews and want to allow for MA() in the mean equation. I can add both AR() and MA() for the single equation GARCH case but for the multivariate GARCH case, only AR() is ok, MA() is said to be "not defined" when I add it as equation specific regressor ...

Thank you so much Trubador. It really helps. :D

Hi there,

I face the same problem as F_B. Here is my workfile and the information about the model I want to build. Could you give some help?

Many thanks.

Can anybody help me to roll/loop the above forecast please?

I am doing my dissertation on hedge ratios based on conditional variances but I'm a beginner of Eviews. I need to make one-step ahead forecast only but I have to repeat it many times.