These websites sells an addin that generates ARCH models in excel:
http://www.numa.com/bookshop/books/7201.htm
http://www.moneyextra.com/bookclub/books/7201.htm
This looks like someones college project, that he used ARCH models you can
download his excel file here:
http://faculty.fuqua.duke.edu/~charvey/Teaching/BA453_1999/Global/excelprog.
htm
I didnt have any luck finding a free addin, did you try any of the functions
to the analysis tookpak addin?
"Chow, Ying-Foon" <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> Does anyone have experience in doing ARCH or GARCH models in MS Excel?
> Any pointers or examples are appreciated.
>
> Regards,
> --
> Ying-Foon Chow
> Department of Finance Tel: (+852) 2609 7638
> The Chinese University of Hong Kong Fax: (+852) 2603 6586
> Shatin, New Territories, Hong Kong Email: [EMAIL PROTECTED]
>
>
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