GARCH(1,1) without constant in variance regressor

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wwchang
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Joined: Sun Feb 19, 2012 11:32 am

GARCH(1,1) without constant in variance regressor

Postby wwchang » Sun Feb 19, 2012 11:39 am

EViews will always include a constant as a variance regressor in the GARCH model. However, I do not want constant in my conditional variance equation. What can I do? I use Eviews 7. Thanks!
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EViews Gareth
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Re: GARCH(1,1) without constant in variance regressor

Postby EViews Gareth » Sun Feb 19, 2012 1:17 pm

There's no way to drop the constant from the built in estimation method.
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