Question
I need help writing a GARCH equation with exogenous variables by hand. I can write conditional mean and conditional variance equations, but not with exogenous
I need help writing a GARCH equation with exogenous variables by hand. I can write conditional mean and conditional variance equations, but not with exogenous variables. The fitted GARCH model is a AR(1)-GARCH(1,1) model. This is what I have so far:
I need help adding mxreg1 and mxreg2 (the significant exogenous variables) in the conditional mean equation. Thanks!
If it is hard for you to answer the question because it is like a hand written equation, you could do your best and upload a picture of a readable version of the conditional mean equation. Thanks!
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