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I am wanting to run a GJR-Garch model in stata and I am having problems identifying what command I need to put into the system. When using the commands I receive two different ways to do so and I am not sure which one is correct.

arch (var1) (var2), arch(1/1) tarch (1/1)


arch (var1) (var2), arch (1/1) tarch (1/1) garch (1/1)

Do I need the garch command? because the two commands yield different numbers.

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