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- Tue Oct 04, 2011 3:24 pm
- Forum: Econometric Discussions
- Topic: AR(1)-GARCH(1,1)
- Replies: 0
- Views: 2218
AR(1)-GARCH(1,1)
Hey everyone, new to this forum today! Need some help with my GARCH model. I have been told to use an AR(1) specification in my mean equation and to estimate a GARCH model. I have the following output. I do however notice that in my mean equation, both coefficients are insignificant. What are the im...