Unconditional Variance of ARMA(1,1)-GARCH(1,1) model

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WilliamChang
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Joined: Mon Oct 17, 2016 11:16 pm

Unconditional Variance of ARMA(1,1)-GARCH(1,1) model

Postby WilliamChang » Mon Oct 17, 2016 11:18 pm

I was wondering how you find the unconditional variance of an ARMA(1,1)-GARCH(1,1) model on EViews 9.

Thanks
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