how to obtain conditional variance after garch estimation in a program

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strongbarce
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Joined: Thu Jan 06, 2011 5:51 pm

how to obtain conditional variance after garch estimation in a program

Postby strongbarce » Mon Aug 22, 2016 9:29 am

Hello,

I wonder how to obtain the conditional variance after garch estimation. I know it can be done by proc-make GARCH variance. But I am writing a program, so I need to know how I can obtain conditional variances and estimated residuals by writing commends in an Eviews program.

Thank you
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EViews Gareth
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Re: how to obtain conditional variance after garch estimation in a program

Postby EViews Gareth » Mon Aug 22, 2016 10:22 am

http://www.eviews.com/help/helpintro.ht ... 23ww174434
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