Wow! Thank you very much
I can finish my research paper now!!!
Thank you very much.
Manabu Ohinata
3 +0100 (CET)
>
>
>On Fri, February 17, 2006 19:02, ohinata manabu wrote:
> > I am currently using Gretl to run GARCH model for volatility of daily
> > return of IBM stock estimation.
> > However, I can't match the result from gretl and the GARCH formula.
>
I am currently using Gretl to run GARCH model for volatility of daily
return of IBM stock estimation.
However, I can't match the result from gretl and the GARCH formula.
What I know is: ht=ω＋α（ｒ−ｍ）^2＋βσ^2
But, what I got is:
Variable Coefficient
const0.000553614
alpha(0) 9.90527
**
MANABU OHINATA （大日向 学）
18520 Prairie St. #4Northridge, CA 91324
manabu0120(a)hotmail.com
manabu.ohinata.569(a)csun.edu
�818-390-2899
**
