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volume augmented garch(1,1) model in matlab

Jayadeep Shitole

Jayadeep Shitole

Joined
2/5/14
Messages
2
Points
11
Actually I want to add volume traded of a stock in my Garch(1,1) model to forecast the volatility.In Matlab I can specify the model as garch(1,1) and then use estimate and forecast commands.But I am not sure how to specify my volume augmented garch(1,1) model in Matlab.

Any help on this would be very appreciated.

Thanks,
Jayadeep Shitole
 

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