will u pl send me that SPREAD SHEET as the option book which I had mentioned is there with me in PDF but since I dont have CD so cant check calculation in EXCEL
pl mail me GARCH spread sheet at email@example.com & any other detailed notes on GARCH as I want to predict future values (volatility based on historical data)
can any one help me out plz.. i need to measure GARCH model's parameters by using MLE .... i have seen the files shared by different ppl here but they assumed the Alpha beta values instead of calculating .... i would be extremely greatful to all of u ... thanks. khaliq
What im trying to do is I have 2 years worth of data on which I need to estimate the GARCH parameters for aswell as the MLE. Then I need to calculate the 95% and 99% VaR for the next 200 days or so and see how many exceedances I get. Can anyone help?
Hi Sanket, my name's Musique. I am currently doing my college FYP about GARCH model, I knew from the forum that you have developed a GARCH model in spreasheet, can you send me the file so that I can have more ideas on that?thanks!