Hello,
I use the attached data to estimate the following model:
mgarch dcc (RFTSEKuwait = RSP500, noconstant), arch(1) garch(1) nolog iterate(100)
How do I plot dynamic variance forecasts and conditional volatilities? I've tried to follow the Stata manual instructions and I am able to do it with the data-sets provided however not with this. Any help would be appreciated.
John
I use the attached data to estimate the following model:
mgarch dcc (RFTSEKuwait = RSP500, noconstant), arch(1) garch(1) nolog iterate(100)
How do I plot dynamic variance forecasts and conditional volatilities? I've tried to follow the Stata manual instructions and I am able to do it with the data-sets provided however not with this. Any help would be appreciated.
John
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