EViews.com

Thanks for your replies, they helped. Gareth, you pointed out that the starting values could be critical, so I am reviewing this. Can I set starting values from within the package or should I write a program?

Parameter EstimationEviews Matlab omega -0.11960 -0.21089 -0.12456 g 0.11307 0.11265 0.11697 a -0.08916 -0.08991 -0.089768 b 0.98719 0.98698 0.98662 LT Vol 14.83% 0.48% 15.05% The parameter estimates above were made for a daily FTSE100 (01/03/1995 to 08/29/2007) using Excel, Eviews and Matlab by the...

Does anyone know how to compute the time varying hedge ratio when the estimates are derived from running the GARCH system?