(EViews10): How to Estimate Exponential GARCH Models  

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Thank you so much, Dr. Your videos are helping me to write my dissertation well.

Thank you, my sister. I viewed your videos from the superior institute for labor and business sciences in Lisbon, Portugal, and western Europe, where I am pursuing my Ph.D. in Economics.

Thank you so much for all of these videos! They have completely transformed my econometric understanding and have given me confidence for my exams :)

thank you very much for this impacting lesson

I am from TURKEY and thank you very much for your informative videos....

Thank you mam for sharing knowledge. I learned the application of Garch family model from your videos only. I have a question from your EGARCH video i.e how you calculated the value 64. 28%. the exponential value of -0.044197 (e^-0.044197=.9567) is 95.67%. my other question is can I calculate the % impact of negative and positive news on volatility. please tell me how I can do it. Thanks & Regards

Thank you for the explanation ma'am. But how about Multivariate Garch? Hopefully, you can also make about Multivariate Garch as well. Thank you

Great videos...Thank you!

Support from China! thank you very much!

thank you so much, you help me a lot! love from Malaysia :)

Many thanks for the explanation. The results of Lambda C (5) in my paper showed significant but positive. Does this mean there is a leverage effect?

Good morning Dr. Do you have a research study or paper that describes the process of egarch in your study? For reference and citation. Appreciate your input. Thanks

Thanks Dr. for sharing your knowledge. Quick question though. I am working with the natural log data of the NSE 20 Share Index. I have been able to estimate the GARCH(1,1) GARCH-M(1,1) and TGARCH(1,1) using the data. However, the EGARCH estimation is returning an error message "log of non-positive value". What could be the problem and how can I resolve it? TIA.

I want to aska question about forecasting price... Let we make a xGARCH estimation. How can we use this estimation to forecast t+1 time price and t+1 time confidence interval for the forecasted price? I will be very grateful to you if you answer this question. Or you can make a video for this subject....

Dear Professor. Could you do a multivariate GARCH with a forecast of one of the volatility of the variables?

Dear Prof. Many thanks for the explanation. Sorry to take you back. When testing for Heteroskedasticity (ARCH Effect), does the p-values have to be significant at 5% level?. Mine is 0.0987

respected professor, did we get the series of leverage effects - kindly respond

It helped a lot!! thanks

Greeting from India. Madam, while calculating EGARCH, the coefficient of lag return is found to be negative but it is statistically significant. Should I say that my estimation is good?

Are we to use the return series or the undifferenced in checking for arch effects??

Hello ma'm thank you for your help and videos, my EGARCH alfphas and Betas probabilities are significiant at 5% but my constant's probabiltiy is 0.13. This model is valid or not in this condition ?

Can we run multivariate egarch model in eviews 10

Is it necessary fo variable C to be significant while formulating EGARCH model ? my EGARCH model shows p value higher than 0.05? What shud i do ?

I modelled the ar(1) and I checked for arch effects of the residuals..my p value was signifant(higher p value >.1)

I love you, thanks!

Many thanks for the explanation. The results of Lambda C (5) in my paper showed significant but positive. Does this mean there is a leverage effect?