Estimation of conditional variance with GARCH(1,1)
Posted: Fri Oct 30, 2009 6:55 am
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,
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,