Hello guys,
my problem is the following,
i have a sample of 2792 daily returns of a stock,i run the garch(1,1) model and got the coeffs.From now on how do i get the next days volatility?i mean, how do i get the volatility in number or percentage?i can't seem to figure this out....
I would appriciate any help!
Thank you for your time!
PS1: If anyone needs the returns i have attached the xlsx file
estimating volatility using garch(1,1)
Moderators: EViews Gareth, EViews Moderator
estimating volatility using garch(1,1)
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