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Dear moderators, Please help, I have to estimate the following GARCH model by ML R(t) = m + var(t)*z(t), z(t) = N(0,1) var(t) = w + a*(R(t-1)-Q*var(t-1)^0.5)^2 + b*var(t-1) The starting value for var should be equal to the conditional expectation which is var1 = w/(1-a-a*Q^2-b). However, when I run ...