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Posted: **Sun Jun 20, 2010 6:34 am**

Hello for all.. i'm beginner in the area and sorry for my language .. i've made an estimation for time-varying betas based on M-GARCH(1,1) and another one based on GJR-GARCH and the results were so close each other .. so i want to explain for that .. how could i test if there are asymmetric volatility or not in EViews..
Your help would be very appreciated.
best

Posted: **Mon Jun 21, 2010 10:19 pm**

You might want to check out the post for news impact curves in this forum - that will give you a visual from a TGarch (GJR) or an EGarch.

Posted: **Wed Jun 23, 2010 5:36 am**

Thanks a lot Jim.. i'll try to check out

EViews.com

HOw could i improve that there is asymmetric volatility ?

HOw could i improve that there is asymmetric volatility ?

Re: HOw could i improve that there is asymmetric volatility ?

Re: HOw could i improve that there is asymmetric volatility ?