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- Sat Apr 16, 2011 3:34 pm
- Forum: Estimation
- Topic: Forecast Volatility in GARCH
- Replies: 0
- Views: 1701
Forecast Volatility in GARCH
Hi, I am new to using EViews 6 and currently completely lost in. I wanted to analyse the daily volatility of the German DAX index over the last 11 years. I planned to model volatility for 10 years and then use this data to make a one-year forecast. This forecast should then be compared with the actu...