To estimate conditional variance or standard deviation, it is simply programmed as follows:
equaion eq1.arch sp500 c
And we can view graph of conditional variance to write down as follows:
eq1.garch
But I wonder how I can store this conditional variance series in a spread sheet or smeting.
I expect someone's response.
Thank you.
Regards,
Estimation of conditional variance with GARCH(1,1)
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Re: Estimation of conditional variance with GARCH(1,1)
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eq1.makegarch condvarRe: Estimation of conditional variance with GARCH(1,1)
Thanks, trubador.Code: Select all
eq1.makegarch condvar
I'll try.
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