Garch Forecasting

[magnusmj]

Hi everyone,

I have a question regarding the forecasting in eviews. I have estimated a Garch (1,1) model based on 1200 observations, and forecasted the next 260 days (proc-forecast).

I was just wondering about the methodology eviews is using. Is it doing a day per day forecast based on the initial model? Or is it using a rolling window where it shifts the sample after it has estimated 1 day?

Thanks a million!

[EViews Gareth]

The coefficients do not change.