Dear All,
I am running several estimations of GARCH models on financial returns using a simple syntax:
equation equation name.arch(garch) y
In a few cases I obtain a negative ARCH factor, and a GARCH factor above 1. Anybody knows how to "force" both factors to be between 0 and 1?
I would be grateful for any helpful answers.
Cheers,
Simon
Problem with simple GARCH estimation in Eviews6
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