EViews.com

Hi,

I just estimated both GARCH and EGARCH models. I would like to get News Impact Curves for daily volatility for each model.
Could anyone suggest me what to do in order to get these curves and plotting them in the same graph, please?
I am currently using EViews5 version.

Thank you,

Francesco

dear fransisco
if you have found your answe please send it me also.
best regard
hojat

dear fran
i hope the following linke can helpe you.
regards
hojat
http://perso.fundp.ac.be/~mpetijea/MyEv ... Eviews.htm