GARCH Modelling for Volatility in Eviews

This video provides some useful guides on how to generate the volatility series using the GARCH model framework.

For a better understanding of GARCH modelling, kindly refer to the following texts:

Campbell, et al (1996)

Chan (2010)

#garch #volatility #arch #bitcoin #btc

@ChekwubeMadichie @CrunchEconometrix @sayedhossain23 @harvard @mitocw @cambridgeuniversity @RuhrUniversitatBochum

[ayodejinajeemiziaq]

Please can do the same thing for panel data, if yes, how, if No, what can be done. Thanks for sharing such knowledgeable content .

[sasukegaming]

Hallo, Excellent job, after I calculate the conditional variance, then do I need to calculate the square root of the conditional variance to calculate the Garch of daily volatility? How to calculate the Garch annual volatility? Is it (Garch annual volatility) possible to calculate the average daily volalitily? Thank you.

[nidhidhankhar]

Good morning sir
Why you take one lag value of return
I.e. BTCR(-1) in mean equation
What's the criteria

[ciarandrever]

Hello, Great video, nice, short and simple. Do you have a video of the next step of looking at variables on the volatility?

Thanks,

Ciaran.

[andyshi]

Hi, could you kindly share your data? Althought we can download it from some website, but looks like slightly different than yours.

[tosin_davidson]

Are you saying that one can derive bitcoin returns through the logdifference of bitcoin prices??

[AyeshaIqbal-hn]

can we do the panel garch by same method also?

[kanchandatta]

Good explanation. One query is GARCH(1, 1) same as ARCH (2)?

[emmanuelsenior]

Hello sir please what can cause the THRESHOLD technic to disappear from the available technique in e-vews if one want to run a data using the threshold analysis for a number of selected countries in the ecowas region.

[tosin_davidson]

Good day Dr. Pls sir how can I get tick data?

[simonovie]

Can it be converted to annual volatility?

[МейкинбекАлимбеков]

should I write number with % this symbol or just number

[samjoe]

Good evening sir
Must there be an arch effect before we generate volatility series?

[МейкинбекАлимбеков]

bro can you reply how can I put percentage data into Eviews

[МейкинбекАлимбеков]

Hello Author can we contact with you I have a question please

[ayshakhatoon]

Sir do you have any idea how to run Data development analysis in Eview? If yes then can you plz give some lectures on that?