Forecasting Volatility and Returns

[jags]

Hi,

I am a completely new to using Eviews.
Can anyone please help me with forecasting the volatility and the returns on a stock market with the independent variable as inflation rate using Eviews ?
I already have 20 years of monthly data for the same.


PS: I am supposed to use absolute returns in forecasting volatility

[EViews Gareth]

http://www.eviews.com/Learning/forecasting.html

[jags]

Thank you for that link it was helpful but it doesn't show how to do one step ahead forecasting. so can you please explain me how to do the one step ahead forecasting please.

[EViews Glenn]

If all of your explanatory variables are lagged values, then static forecasting is the one-step ahead forecast.