GARCH Modelling for Volatility in Eviews

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  • Опубликовано: 27 окт 2024

Комментарии • 31

  • @ayodejinajeemiziaq9166
    @ayodejinajeemiziaq9166 2 года назад

    Please can do the same thing for panel data, if yes, how,if No, what can be done. Thanks for sharing such knowledgeable content .

  • @ciarandrever8551
    @ciarandrever8551 3 года назад +1

    Hello, Great video, nice, short and simple. Do you have a video of the next step of looking at variables on the volatility?
    Thanks,
    Ciaran.

    • @ChekwubeMadichie
      @ChekwubeMadichie  2 года назад

      I will work on the video. Thanks

    • @fatimam.abdulkarim1776
      @fatimam.abdulkarim1776 2 года назад

      @@ChekwubeMadichie thanks for your generosity in sharing this video. we are looking forward to your next videos on volatility modelling please. remain blessed.

  • @nidhidhankhar8220
    @nidhidhankhar8220 8 месяцев назад

    Good morning sir
    Why you take one lag value of return
    I.e. BTCR(-1) in mean equation
    What's the criteria

  • @sasukegaming7901
    @sasukegaming7901 2 года назад +1

    Hallo, Excellent job, after I calculate the conditional variance, then do I need to calculate the square root of the conditional variance to calculate the Garch of daily volatility? How to calculate the Garch annual volatility? Is it (Garch annual volatility) possible to calculate the average daily volalitily? Thank you.

  • @tosin_davidson
    @tosin_davidson 2 года назад +1

    Are you saying that one can derive bitcoin returns through the logdifference of bitcoin prices??

    • @ChekwubeMadichie
      @ChekwubeMadichie  2 года назад

      Nominal returns are calculated from price changes, and yes, bitcoin returns relate to its price. So, the log-difference as shown in the video shows how return series is generated.

  • @andyshi8627
    @andyshi8627 3 года назад +2

    Hi, could you kindly share your data? Althought we can download it from some website,but looks like slightly different than yours.

    • @ChekwubeMadichie
      @ChekwubeMadichie  2 года назад

      See quandl.com for real time up-to-date data on financial variables.

  • @AyeshaIqbal-h9n
    @AyeshaIqbal-h9n Год назад

    can we do the panel garch by same method also?

  • @emmanuelsenior1191
    @emmanuelsenior1191 Год назад

    Hello sir please what can cause the THRESHOLD technic to disappear from the available technique in e-vews if one want to run a data using the threshold analysis for a number of selected countries in the ecowas region.

    • @ChekwubeMadichie
      @ChekwubeMadichie  Год назад

      Please become a member of my community to enjoy certain privileges including assistance in completing your work and other helps you may need. Thank you

    • @emmanuelsenior1191
      @emmanuelsenior1191 Год назад

      @@ChekwubeMadichie OK. How do I become a member aside subscribing to the channel

    • @emmanuelsenior1191
      @emmanuelsenior1191 Год назад

      Is there anyway to become a member aside subscribing

  • @tosin_davidson
    @tosin_davidson 2 года назад

    Good day Dr. Pls sir how can I get tick data?

  • @kanchandatta4668
    @kanchandatta4668 3 года назад +1

    Good explanation. One query is GARCH(1,1) same as ARCH (2)?

    • @ChekwubeMadichie
      @ChekwubeMadichie  3 года назад

      Not the same sir. Standard garch is garch(p, q) and but Garch(0, q) = arch(q). The p terms in garch(p, q) is meant to summarize the number of potential q terms in arch(q) in order to ensure parsimony.

    • @МейкинбекАлимбеков
      @МейкинбекАлимбеков 3 года назад

      how can we contact?

    • @carolinaorabona8411
      @carolinaorabona8411 3 года назад

      @@ChekwubeMadichie i follow your steps but i didn’t find the ARCH effect and i can’t drop this countries.
      Any suggestions ???

  • @simonovie1253
    @simonovie1253 Год назад

    Can it be converted to annual volatility?

  • @МейкинбекАлимбеков
    @МейкинбекАлимбеков 3 года назад +1

    should I write number with % this symbol or just number

  • @samjoe1096
    @samjoe1096 Год назад

    Good evening sir
    Must there be an arch effect before we generate volatility series?

  • @МейкинбекАлимбеков

    bro can you reply how can I put percentage data into Eviews

  • @МейкинбекАлимбеков
    @МейкинбекАлимбеков 3 года назад +1

    Hello Author can we contact with you I have a question please

  • @ayshakhatoon1374
    @ayshakhatoon1374 3 года назад

    Sir do you have any idea how to run Data development analysis in Eview? If yes then can you plz give some lectures on that?

    • @rakiyayakubu4768
      @rakiyayakubu4768 3 года назад

      Hello. I am guessing you mean 'Data Envelopment Analysis'? I do not think you can use Eviews for it. There are special software programs for DEA.