Rolling GARCH and higher moments

[fariz888]

Dear users,

I m recently doing my dissertation and faced with problem in estimation basic rolling GARCh (1,1) process. I have 2500 observation and need to forecast 1 day ahead volatility in rolling form. I will highly appreciate if advanced users provide me assistance in that issue.. I looked guideline but there was no information. In addition I have 6 day remaining to finish my dissertation. So I need your help immediately. Please share any knowledge that you have in that issue


In addition how can I estimate AGARCH in eviews? Iwant to capture asymmetry in time series? ( not by the method of EGARCH and GJR GARCH)
Sincerely


Fariz

Thanks all