The file d-ibmln.dat contains the daily log returns, in percentages, of IBM stock from July 1962 to
Question:
The file "d-ibmln.dat" contains the daily log returns, in percentages, of IBM stock from July 1962 to December 1997 with 8938 observations. The file has only one column. Fit a \(\operatorname{GARCH}(1,1)\) model to the series. What is the fitted model?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: