GARCH(1,1) -M
Posted: Mon Mar 30, 2020 12:56 pm
Hello. Can you guys help me with one problem. I run GARCH(1,1)-in-mean model with Eviews 11. Can you guys help me with the interpretation?
Do I also need to run residual diagnostics? LM Test, Q-stat, squared residuals to check serial correlation? What else should I do?
Thanks in advance
- Model
- GARCH.JPG (98.85 KiB) Viewed 7449 times
Thanks in advance