Fitting an ARCH or GARCH Model in Stata

[@grahamjenkin]

You are an excellent teacher!!!! Thanks for taking the time.

[@AttaullahShah]

Very helpful, hope you will share more for example on the multivariate models accomodating garch effects, and both mean and volatility equtions

[@davidwhitaker3790]

This is a great video, thanks for posting.

[@lasmakuhtarska8409]

Thank you for this great video, I would really apreciate if you could answer a question about the equations of the model: If we are interested in the variance equation, has the mean equation to be significant in all variables we regress on?

[@fatimam.abdulkarim1776]

Thanks for the Video Mr Hamrick. Please how do I plot multiple conditional plots on a single chart?

[@tinoproductions]

This is really helpful. Thanks a lot.

[@jamaicarosete]

Thank you sir for the clear presentation! I just want to ask how do I incorporate in the conditional variance equation impacts of past shocks, that is the lagged squared error term, from external sources? I'm studying about volatility spillovers in stock markets. let's say the volatility in the DJI affects the volatility of NIKKEI if alpha1 is significant.

[@rocalbo]

Hi, have been reading about the topic but i dont know how to choose the mean eqaution

[@lachica9232]

Good day, Mr. Hamrick. Can you please post fitting ARFIMA-GARCH model in Stata when you have the time? Please, I had been searching and I didn't see anything helpful other than your video. Thank you for your kind consideration.

[@mojomomo1475]

hi how do you know if the lag is statistically significant

[@ramousu1]

What commands do i use to include weekday dummy variables and macroeconomic news announcement dummy variables into my GARCH(1,1) model? Please help!

[@hmariem5725]

whar commande do u use to garch(1,1)?

[@jalalshah3246]

very much helpful. Thankyou

[@wsintonlee5762]

this is alpha 1 this is alpha 2 yet his not pointing anything Dafuq!!!

[@efzp]

Muchas gracias, muy util