Compute the conditional variance σ2 t for each series

2 visualizaciones (últimos 30 días)
George
George el 29 de Ag. de 2024
Respondida: Star Strider el 29 de Ag. de 2024
I am just looking for some help about computing a conditional variance σ 2 t for each series and then I need to Compute the 95% VaR for each day. Any help would be much appreciated, thank you.

Iniciar sesión para responder a esta pregunta.

Respuestas (1)

Star Strider
Star Strider el 29 de Ag. de 2024
The garch function may be helpful, with See Also for more options and functions.

Categorías

Más información sobre Conditional Variance Models en Help Center y File Exchange.

Etiquetas

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by