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Still haven't told us what you did though.

Ok I will try to be as self-explanatory as I can.

I built a GARCH (1,1) model for the series 'sample' as you can see from the specification of the equation in the file. So I put in the mean equation ' sample c' and then in GARCH 1 and ARCH 1 and threshold 0. I used the first 1800 observations for the insample. Then I forecasted using the whole sample (2295) in order to get an outofsample forecast. In the methods I used static method. And in the series name I put sef and volf which is the outofsample forecast for standard errors and volatility. In this forecast my last observation appears as N.A.

I just did those exact steps and got values for the last period. Perhaps you need to update your copy of EViews.

Dear Gareth,

I have an updated copy of eviews 7. I am interested in forecasting with GARCH the conditional volatility of my series (sample in the Eviews file attached).I estimated GARCH with the first 1800 observations of my dataset. I click forecast, sample c for the mean equation, click static and I named the conditional volatility forecasts for the whole period volf. However, on the results I got NA for the last forecast (observation 2295).
I replicated this procedure in different pcs with Eviews and I got the same error. Is it possible that all this is a bug of Eviews? Or I am missing something? According to the handbookl of Eviews, on cell 2295 of volf should be the conditional volatility forecast of my series for day 2295.I am working at a university which use multiple legitime copies of EVIEWS 7.

What's the build date of the copy of EViews (Help->About EViews)?

Hi again,

The build version the university uses is January 7 2010.

I also tried the same with Eviews 5 and I did not have any problems. So probably there is something with this version. I do not know if you have any other suggestion.

Hi again,

The build version the university uses is January 7 2010.

I also tried the same with Eviews 5 and I did not have any problems. So probably there is something with this version. I do not know if you have any other suggestion.

Ask whoever's in charge to run the free update. There have been numerous bug fixes and some free new features added.

So should I assume that the problem would be with this specific version?

Given that Gareth didn't have a problem, it's a reasonable bet that you've hit a bug that's already been fixed.

Hi

I am using eviews6. Can someone please tell me how to produce n-step ahead static garch forecasts? Can we make use of the above prgram suggested by Vaal1?

Thanks

Dear users,

I m recently doing my dissertation and faced with problem in estimation basic rolling GARCh (1,1) process. I have 3650 observation and need to forecast 1 day ahead volatility in rolling form. I will highly appreciate if advanced users provide me assistance in that issue.. I looked guideline but there was no information. In addition I have 6 day remaining to finish my dissertation. So I need your help immediately. Please share any knowledge that you have in that issue

Jan

There are examples on this forum which should get you going adequately:

http://forums.eviews.com/viewtopic.php?f=5&t=710