GARCH estimations for asset price
Posted: Fri Jul 10, 2015 6:01 am
I´ve used weekly log returns from DAX data to calculate GARCH11, TARCH and PARCH and got the values for that.
I want to those GARCH models to forecast DAX performance.
I am not sure about the next step. How can I get from the GARCH equations that is based on log returns to a forecast of the asset price?
I want to those GARCH models to forecast DAX performance.
I am not sure about the next step. How can I get from the GARCH equations that is based on log returns to a forecast of the asset price?