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GARCH (1.1) and the conditional variance

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GARCH (1.1) and the conditional variance

Posted: Sun Dec 21, 2014 2:35 am
by Nadiasawssen
Good morning i'm working on eviews 8, please in a GARCH (1.1) model, how i can obtain the series of the conditional variance ???
Please, gave me the procedure. Thank you for your collaboration.

Re: GARCH (1.1) and the conditional variance

Posted: Sun Dec 21, 2014 2:11 pm
by EViews Gareth
Proc->Make GARCH Variance Series.
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