(EViews10): Forecasting GARCH Volatility

[@CrunchEconometrix]

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[@adedoyinsolamiolajumokemis3460]

Thanks ma. Despite I don't have Economics background, I give it to you ...you are best of your kind. Ma please do a video on NARDL and its interpretation. Thanks ma.

[@CrunchEconometrix]

@@adedoyinsolamiolajumokemis3460 I'm encouraged by your commendation and kind words. I'll do my best to understand the NARDL procedure and create videos on it. Please may I know from where (location) you are reaching me?

[@adedoyinsolamiolajumokemis3460]

@@CrunchEconometrix From Ogun State. Can I pchat u ma?

[@CrunchEconometrix]

@@adedoyinsolamiolajumokemis3460 Awesome! You can always post your comments here and I'll surely respond. I'll appreciate it if you can share the link to my KZbin Channel with your friends and academic community. They will find the content helpful. Thanks! ❤️ 🙏

[@davidkalima8881]

Good day professor. May I please enquire? What software are you using? Is it Microsoft Excell.

[@yahayamuhammad9104]

Thank you so much prof. honestly your video is an eye opener to most of econometric topics. Really appreciate it.

[@CrunchEconometrix]

U're welcome, Yahaya 🙏🥰

[@blessingamosa.4529]

Thank you for the good work you are doing. You can add a donation link to your site. Some of us would like to show an appreciation for the wonderful work.

[@CrunchEconometrix]

That's a great idea! But KZbin is yet to enable my Channel. Hopefully, I will get there. Thanks a lot for the support and encouragement...grateful!

[@pepe_the_frog-123]

Thank you very much, very helpful content

[@CrunchEconometrix]

You are welcome, Pepe 🙏🥰

[@rosierui8119]

Thank you for the awesome tutorial. I'd love to learn how to do out-of-sample forecast with GARCH in EVIEWS?

[@CrunchEconometrix]

Great suggestion Rosie! I have noted it, thanks.

[@mohammedalnour318]

Thank you so much for your professional explanation. If i am to ask, how can I test the convergence of the series in EViews and by which model?

[@CrunchEconometrix]

Thanks for the encouraging feedback, Mohammed. Not sure what that means.

[@viniciussimoes3923]

Hi Professor. Thank you for the helpful video. If I want to predict 4 or 5 steps ahead, how could I do in Eviews?

[@CrunchEconometrix]

Hi Vinicius, you can watch this video and adapt the guide shown.

[@__DeaMelindaSimamora]

hai professor, thank u so much for this helpful video i wanna ask you, if we want to forecast data with static forecast, do we have to predict them one by one? and for the manual method, for the ar(1) model, how to determine the price difference that will be used for forecasting, because for forecasting the next few days there is definitely no original data? thank you for your help🙏🏻

[@CrunchEconometrix]

To the 1st question, you don't have to predict them one by one. Follow the guide shown in the video. I have no answer to the 2nd question, at the moment.

[@imdatkoksal6187]

Dear Professor, how can we forecast the price at t time of assets in a confidence interval. Can we?

[@CrunchEconometrix]

No idea. You may want to check out other online resources. Thanks.

[@mohapatraful]

Dear professor please make a video on multi garch model in eviews

[@CrunchEconometrix]

Hi Arup, this suggestion is well noted. Thanks

[@mohapatraful]

Eagerly waiting

[@AtinafAbdi]

Dear Professor, How to interpret EGARCH MODEL coefficients output?

[@CrunchEconometrix]

Abdi, I have always encouraged readings to complement my video tutorials. You can either my interpretation or get articles on EGARCH and adapt theirs.

[@swarnachari2703]

Thank you professor for the nice video....my question is how to say this model is good for forecasting.......

[@swarnachari2703]

Plz reply ma'am ..it means a lot to me ..I followed same steps in you videoa for my analysis

[@CrunchEconometrix]

Hi Swana, thanks for the encouraging feedback. Deeply appreciated! It is the same guide as laid out in my ARCH videos. You may need to watch them.

[@CrunchEconometrix]

I have responded, Swana.

[@michaelbaah7162]

hello mummy God bless you for your good works. please I want kindly request if you can make a video on using the partial sum of process to generate positive and negative volatility of exchange rate...thanks Michael from ghana

[@CrunchEconometrix]

Ok Michael, though I don't know what that is I'll do some findings. Thanks for the support, grateful! ❤️ 🙏

[@azahsyafinazazhar4505]

Hi professor! Can I know how to forecast future volatility that is not in the sample using this method?

[@CrunchEconometrix]

You may need to check other online resources for that, Azah.

[@ahlemouhibi3582]

i want to get volatility series by using GARCH model, i should follow all this steps or whta? i'm really so confused

[@CrunchEconometrix]

Ahlem, I will advise you to watch all the videos on ARCH and GARCH modeling to fully understand and know what you need to do. Thanks 😊

[@Amal-galos]

Thank you very much

[@CrunchEconometrix]

You are welcome :)

[@ighenry_ys1239]

Thank you very much, very helpful content. I have 20 data, and I used GARCH model to predict 5 data for the future (by using static forecast) and want to see the percentage error of my prediction. Because in Eviews, I must do the same thing until 5 times to predict the data. I was confused at my percentage error (MAPE) was different when I predict for 5 times. Is it take from the average percentage error (MAPE) of 5 times or I just take my last error percentage? Thank you

[@CrunchEconometrix]

Hi Henry, pick the forecast with the lowest: RMSE, MAE, and MAPE. Read more about this from any econometrics textbook. Thanks.

[@ighenry_ys1239]

Hi Prof, Thank u for replying my message. Did you have the latest and most complete econometrics textbook to read beside of reference in video?

[@CrunchEconometrix]

Henry, there are several econometrics textbooks out there that you can pick from.