Computing EGARCH in Excel

[MartinFalch]

Hi there,

I'm currently finishing up a thesis on GARCH models, which I've estimated using the Ox language in OxMetrics. However, for a specific graph, I wish to manually graph the GARCH, EGARCH and some other models in the same graph.

The idea is to use pre-estimated parameter-estimates to get a point through in regards to adaption-speed to changes in the underlying DGP.

Basically, it's easy to set up the GARCH to iteratively compute the conditional variance and hence observations for graphing.
However, for the EGARCH, we have a hard time figuring out something that yields good results. Have anyone got some suggestions as to how one might set up the EGARCH(1,1) in Excel, based on fixed parameter-estimates and simulated data, in order to graph the conditional variance?

If anyone knows, I'd be very happy!