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- Sat Apr 07, 2012 2:25 am
- Forum: Econometric Discussions
- Topic: When to use GARCH?
- Replies: 0
- Views: 1407
When to use GARCH?
Good day to you guys! Can you please help me understand when do I use a GARCH model? What are the preliminaries that must be done before I can do a GARCH(1,1) model. Is it only to be used when after performing residual diagnostics, you have found out that you have a non-constant variance? I have a d...