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- Wed Dec 04, 2013 3:26 pm
- Forum: Estimation
- Topic: Volatility forecasts GARCH(1,1) model
- Replies: 1
- Views: 3006
Volatility forecasts GARCH(1,1) model
Dear Eviews-users, I hope someone can help me out. Attached is the data containing daily returns for the Deutsche Mark / US dollar exchange rate, over the period January 6, 1987 - June 30, 1999 (T=3036 observations). I have estimated a GARCH(1,1) model for the daily exchange rate returns for the per...