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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
Any help on this would be very appreciated.
Thanks,
Jayadeep Shitole