Volatility Modeling using GARCH Model

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Training on Volatility Modeling using GARCH Model by Vamsidhar Ambatipudi
  1. Pradnya Ambatipudi
  2. Volatility Modeling using GARCH Model
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Комментарии
Автор

Hi Vamsidhar,
i tried running codes for generating report on sensex_garch11_roll, i get subscrip out of bound error message, can you please help below is output of the code
output----
report(sensex_garch11_roll,
+ type = "VaR",
+ VaR.alpha = 0.01,
+ conf.level= 0.99)
Error in `[.default`(n, 2, 2) : subscript out of bounds

SriKanth-jmnu
Автор

Suppose you have made a forecast of future volatility.
Is it really helpful in forecasting price movements?

nikgavrilov
Автор

Vamshi sir, You had used FinTS package on R @26 min. And I recently got to know that the package has been removed from the archive. Is there any new function or approach finding the same

sangameshks
join shbcf.ru