Video 13 Estimating and interpreting GJR-GARCH (1,1) model on Eviews

[@ImperiumLearning]

Hey, if you liked the video, please subscribe, share and thumbs up. It would be great to be able to monetise my videos to the point where I could purchase some proper screen recording software. Also, if you have any questions about the video or if anything is unclear, don't hesitate to comment and ask me questions - I'll try to reply as soon as possible. Thanks.

[@edisongalarza7062]

Hi, Regard, its very usefut for my job, yet I not found others videos around of the temhatica

[@metalpiston1212]

Hi, what should you do if RESID)-1)^2 is negative?

[@MrMahankumar]

Great work!!!

[@chulumancoqaba1469]

What would the possible hypothesis test be for GJR Hypothesis test?

[@ImperiumLearning]

Null is that gamma = 0, alternative is that gamma does not equal 0.

[@belkhir789]

Hi, thank you very Much for this job, please i need explication model VECH

[@ImperiumLearning]

Hey there, sorry but just looked this up and I've never looked at multivariate GARCH models before. All I can say is I hope you have a good teacher to help you out.