Calculating Exchange Rate Volatility with GARCH

[beach.rock]

Hello Everyone,

I am a newcomer to Eviews, but i would appreciate it very much, if anyone could
tell me how to calculate the monthly exchange rate volatility with GARCH.

[jjaammiilll]

hi
I am also facing same kind og problem. I know how to apply GARCH(1,1) and obtaining GARCH series as measure of volatility. but my question is if it is necessary to include AR terms before calculating GARCH(1,1) in the equation? One can see the example at following link (page 224)

http://books.google.at/books?id=wzssY6x ... q=&f=false

hope to recieve answer soon.