Volatility using GARCH
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Volatility using GARCH
Hi I am an undergrad student working on a research paper on the exchange rate volatility and it's effect on commodity trade. I am a bit new to EVIEWS. I have the monthly time series data for exchange rate. How can I generate a time series for the exchange rate volatility using GARCH in EVIEWS? Furthermore, what other methods (EVIEWS or else) are available for calculating volatility? Thank you in advance :)
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