(EViews10): ARCH vs. GARCH Models (Estimations)

[@CrunchEconometrix]

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[@MrAlimemarzadeh]

you're Amazing Madam

[@mentorsfordevelopment2243]

Extremely easy content

[@CrunchEconometrix]

Thanks so much for your encouraging feedback, deeply appreciated 🥰🙏

[@baneledludlu7983]

Great!Thank you God bless you 🙏

[@CrunchEconometrix]

Thanks, Banele on the positive feedback. Deeply appreciated!

[@mohammadirfanhilman4297]

Very clear explanation !

[@CrunchEconometrix]

Thanks Mohd for the encouraging feedback. Appreciated!

[@dmteller9779]

Thank You very much i am your FC from Laos

[@CrunchEconometrix]

Oh nice, DM...thanks!

[@dmteller9779]

@@CrunchEconometrix How can I contact you?

[@CrunchEconometrix]

If it is for paid consultation, I can be reached via [e-mail]. Otherwise, post your comment here. Thanks.

[@Landbeorht]

great stuff as always friend

[@CrunchEconometrix]

I'm humbled by your commendation, Lan. Grateful! ❤️

[@taniaparedes-zegarra7436]

Thanks you very much, from the other side - Perú

[@CrunchEconometrix]

Thanks a lot for the kind words. Returning the love from Nigeria 🇳🇬😍

[@xezecks2522]

Why does my variance series has 2 NA? How do I fix it?

[@CrunchEconometrix]

NA means no observation. Proceed. It should not affect your analysis.

[@uemix7042]

I have run GARCH model to some other data but getting negative garch terms. what should I do?

[@CrunchEconometrix]

You can either interpret your results as they are or change your variables to closer proxies and re-estimate.

[@daiane_2310]

Very good video ! I want to analysis stocks volatility and accounting information ( financial kps) , I hope to find someone teaching this using eviews or R

[@CrunchEconometrix]

Thanks for the encouraging feedback, Daiane. Deeply appreciated!