-2
$\begingroup$

I need the conditional volatility values using the egarch model in eviews. The result of the estimation that I get is a table where there are coefficients, p values....My question is that how could I calculate or find this monthly volatility or conditional variance? Should I use excel for that ??

$\endgroup$

Your Answer

By clicking "Post Your Answer", you acknowledge that you have read our updated terms of service, privacy policy and cookie policy, and that your continued use of the website is subject to these policies.

Browse other questions tagged or ask your own question.