EViews.com

Hello everybody

I'm estimating a GARCH model, but when I want to forecast, this message is announcing:

"unable to perform ARCH operation due to missing observations"

Do you know what happend?

Thanks

Richard

The ARCH estimator requires a contiguous sample. It sounds as though you have missings in some variables for your sample, or possibly that your starting errors are bad so that missing values are when EViews attempts to evaluate the likelihood.