Good evening to all.
I am a newcomer on Eviews and I recently registered on your forum. I hope that I am in the right section to ask this question.
For a research thesis I am working with time series and I am studying volatility. In this regards I am using the e-garch model.
I need help to be able to make a forecast of std dev- out of sample - and say how the volatility goes.
Someone would be so nice as to help me?
Thanks. :D
e-garch model. forecasting out-of-simple
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EViews Gareth
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Re: e-garch model. forecasting out-of-simple
After estimating, hit the forecast button and give names for the S.E. and GARCH output.
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