(EViews10): How to Estimate GARCH-in-Mean Models  

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i aced my all econometric assignments by the way you taught in your video tutorials. i owe my grading to you.. thank you so much . u r no less than a miracle happened in my life. ! keep it up ! :)

Thanks for the video! They have been very helpful so I am now a subscriber! I am currently running a GARCH (1,1) model for exchange rate data, for one of my exchange rates (the EUR/USD exchange rate) my GARCH coefficient is negative. I have ran the Augmented Dickey Fuller test on the residuals and they are stationary (as are all of my variables included in the model). Do you have any idea on what my problem could be and why I have a negative GARCH coefficient? Thanks

I thank you for these tutorials. I want to confirm as I’m new to regressions, is the Garch M the same as a Multivariate Garch?

Thank you. Is it possible in EVIEWS to solve GARCH-M (1,1) with Kalman filter estimations to show the time-varying coefficient?

Thank you so much for your videos, they are really helpful but then I have a little request. My project topic is 'statistical analysis of stochastic volatility models' How do I approach it, what and what should I look out for. Thank you for your time

well done 👏

Thanks for the video! Is there a reason that when i do the variance estimate for a one year sample i get N/A for my results besides the coefficients? If there is an issue with that sample size, would it be best to use the st dev?

Is the conclusion that since the risk premium is not significant, we can't say that this equity is risky, and therefore it will not fulfill the investors wish to hold a risky asset? Or, that it means that we can't say there is a feedback effect from the conditional volatility to the conditional mean of Y, so increased volatility does not lead to an increased risk premium?

sorry i could not find the video on serial #4 i.e. ARCH verses GARCH models estimation

can i use quasi maximum likelihood instead of ml by EViews and how ??