Compute the conditional variance σ2 t for each series

2 views (last 30 days)
George
George on 29 Aug 2024
Answered: Star Strider on 29 Aug 2024
I am just looking for some help about computing a conditional variance σ 2 t for each series and then I need to Compute the 95% VaR for each day. Any help would be much appreciated, thank you.

Sign in to answer this question.

Answers (1)

Star Strider
Star Strider on 29 Aug 2024
The garch function may be helpful, with See Also for more options and functions.

Categories

Find more on Conditional Variance Models in Help Center and File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!