how to obtain conditional variance after garch estimation in a program
Posted: Mon Aug 22, 2016 9:29 am
Hello,
I wonder how to obtain the conditional variance after garch estimation. I know it can be done by proc-make GARCH variance. But I am writing a program, so I need to know how I can obtain conditional variances and estimated residuals by writing commends in an Eviews program.
Thank you
I wonder how to obtain the conditional variance after garch estimation. I know it can be done by proc-make GARCH variance. But I am writing a program, so I need to know how I can obtain conditional variances and estimated residuals by writing commends in an Eviews program.
Thank you