e-garch model. forecasting out-of-simple
Posted: Wed Jan 17, 2018 11:14 am
Good evening to all.
I am a newcomer on Eviews and I recently registered on your forum. I hope that I am in the right section to ask this question.
For a research thesis I am working with time series and I am studying volatility. In this regards I am using the e-garch model.
I need help to be able to make a forecast of std dev- out of sample - and say how the volatility goes.
Someone would be so nice as to help me?
Thanks. :D
I am a newcomer on Eviews and I recently registered on your forum. I hope that I am in the right section to ask this question.
For a research thesis I am working with time series and I am studying volatility. In this regards I am using the e-garch model.
I need help to be able to make a forecast of std dev- out of sample - and say how the volatility goes.
Someone would be so nice as to help me?
Thanks. :D