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- Mon Mar 23, 2009 7:33 am
- Forum: Econometric Discussions
- Topic: R^2 in GARCH model
- Replies: 0
- Views: 4069
R^2 in GARCH model
Hi I'm examine GARCH model in Viet nam Stock Market. But its R^2 is small (=0.13). Does anyone help me to explain the role of R^2 in GARCH model? Can I use this model in my research? If not, how can I do to have the better model? And one more question: If I have several models that satisfy 2 conditi...