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- Mon Sep 17, 2012 10:07 am
- Forum: Econometric Discussions
- Topic: Trouble with my GARCH (1,1) Model
- Replies: 0
- Views: 1498
Trouble with my GARCH (1,1) Model
Hey Guys, I am having trouble with choosing the right options for my GARCH (1,1) model and I am new to eviews. I have 2 dummy variables, the one is supposed to have a positive and the other to have a negative influence on my stock market data (daily return). I want to check for the magnitude and the...