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Yes, I also thought about this low frequency data problem but that's what I have. I also checked the residuals, unfortunately there was weak correlation,In fact, they don't have time to wary enoghtto induce any GARCH effect.BTW,Thanks for feedback and one last question though, is there any other com...

Hi trubador, Here, I attached the workfile. Please note that the coefficient for RESID(-1)^2 is negative and I'm pretty frustrated.Beside low frequency data, no matter what I do (adjusting the "starting coefficient value"),it wont change. Your kind comment on this would be great help to me...

Hi! I'm having hard time imposing restriction on GARCH(1,1), for non-negative, non-degenerate and covariance stationary condition. More specifically, in variance equation I want to have omega>0, 0<landa<1, 0<=teta<1.Applying IGARCH is not proper as it removed the constant.Also I went through some po...