Forecast in GARCH regression
Posted: Fri Nov 30, 2012 12:10 pm
Hello!
I would like to know the exact formula that use Eviews to obtain the standard desviation of forecast (static) errors in a GARCH regression
Thanks,
I would like to know the exact formula that use Eviews to obtain the standard desviation of forecast (static) errors in a GARCH regression
Thanks,