IGARCH
Posted: Wed Nov 30, 2016 4:46 am
Dear colleagues
I am using EVIEWS-9 to estimate an IGARCH model and I found that the “constant” is not included in the final output. I need to know the estimated value of this parameter.
I would be grateful if anyone could help me to solve this issue.
Thanks and regards
I am using EVIEWS-9 to estimate an IGARCH model and I found that the “constant” is not included in the final output. I need to know the estimated value of this parameter.
I would be grateful if anyone could help me to solve this issue.
Thanks and regards