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- Fri Mar 16, 2012 5:09 am
- Forum: Econometric Discussions
- Topic: How to interpret GARCH output?
- Replies: 2
- Views: 9527
How to interpret GARCH output?
How do u interpret this result??Plz let me know asap! Dependent Variable: STOCKRET Method: ML - ARCH (Marquardt) - Normal distribution Date: 03/16/12 Time: 14:21 Sample: 1 263 Included observations: 263 Failure to improve Likelihood after 54 iterations Presample variance: backcast (parameter = 0.7) ...