How to forecast using GARCH function

2 messages · siddharth arun, Dirk Eddelbuettel

Mon, Mar 26, 2012 4:22 PM #

I want to forecast using GARCH function.
Can any one help how to do it?

Siddharth Arun,
4th Year Undergraduate student
Industrial Engineering and Management,
IIT Kharagpur
Contact No. - +91 9475432678

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Dirk Eddelbuettel

Mon, Mar 26, 2012 4:31 PM #

On 27 March 2012 at 04:52, siddharth arun wrote:

| I want to forecast using GARCH function.
| Can any one help how to do it?

Wrong mailing list, this one is for DB -- as in Databases.  

Try r-sig-finance, or better still, read the help pages for the garch
functions available, inter alia, in packages tseries and rugarch.

Dirk

"Outside of a dog, a book is a man's best friend. Inside of a dog, it is too
dark to read." -- Groucho Marx