EViews.com

Posted: **Fri Oct 23, 2015 6:43 am**

Hello!
I'm an undergraduate and I'm doing my first work on Econometrics.
I have a Return time series and I'm trying to create a volatility time series from it, using IGARCH model.
How can I do that in EVIEWS?

Thanks for your time!

Posted: **Fri Oct 23, 2015 7:08 am**

Assuming you have already studied GARCH methodology, you can look at EViews help for the subject: http://www.eviews.com/help/helpintro.ht ... 035.3.html

Other than that, you can always search the forum itself for examples or similar queries.

EViews.com

Create a volatility time series from a Return time series

Create a volatility time series from a Return time series

Re: Create a volatility time series from a Return time serie