EViews.com

Hi,

I need to estimate and forecast a BEKK/VECH multivariate GARCH model. While I estimate it, I can not proceed with its forecast. Can anyone advise me on how can I forecast it?

Thanks in advance.

EViews only supports forecasting the mean equation. This can be done in the same way that any system object can be forecasted, that is via the Proc->Make Model menu entry, and then solving the model over the forecast period.