Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.
Friday, November 29, 2019
Calculate volatility of daily returns by use of GARCH
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.
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