stochastic volatility, forecasting, percentiles

[starter]

Hi!

I'm estimating sv-models via the Kalmann filter in eViews. Is there a possibility that eViews shows the percentiles of the density forecast(1-,2- and 3-steps ahead)?

Thanks,
starter

[EViews Glenn]

EViews only produces the n-step ahead forecasts and corresponding standard errors.

[aaps]

I am interested in estimating stochastic volatility models using the state space representation in eviews, but I am having troubles in coding the model. Does any one know how to set up the estimation code?

Thanks!