Hi,
We try to calculate the forecasted implied volatility of daily returns by use of the GARCH (1,1) model. So far we don't get any value that is in line with usual volatilities. Can somebody help us. We uploaded the data.
Thank you!
Related Posts with Calculate volatility of daily returns by use of GARCH
After having run a robust regression, do I still need to test for heteroskedasticity?"regress indep dep control control vce(robust)" After the regression, Stata doesn't allow me to use …
Calculate growth with dynamic lags in panel dataDears, I have realized the following already in python (more familiar) but would also like to inclu…
Customization of graph combine with three graphsHi Statalisters I am working on a visualization where I am interested in the following graph combin…
Ceo transition from male to femaleDear community, I have an unbalanced panel data where I want to create the following variables with…
_rmcoll (Drop collinear variables)Dear all, I tried to find an appropriate post which relates to my problem but I was not successfull…
Subscribe to:
Post Comments (Atom)
0 Response to Calculate volatility of daily returns by use of GARCH
Post a Comment