Search found 2 matches
- Wed May 13, 2009 9:41 pm
- Forum: Estimation
- Topic: NAs in GARCH
- Replies: 9
- Views: 16229
computing continues compound returns
Hi, i am trying to compute continuesl compound returns in eviews but it gives the message of missing values as you klnow stock data does not have regular frequency what should i do.
- Wed May 13, 2009 2:04 am
- Forum: Estimation
- Topic: forecasting volatility in returns
- Replies: 1
- Views: 4470
forecasting volatility in returns
HI MY QUESTION IS HOW CAN I FORECAST VOLATILITY OUT OF SAMPLE if i want to forecast 1 year ahead i am doing but i am receiving the message of missing data.Tell me the correct procedure i have estimated GARCH model using all my observations from 1/1/1998 TO 3/6/2009 AND I WANT TO FORECAST 1 YEAR ahea...