Help with GARCH model
I am using the following GARCH model to measure the impact of a variable(v) on conditional volatility
Conditional_volatility = s (cons_ + arch_1 + garch_1)
Where s = 1+ a1.v
Here, I do not know the command to estimate “a1” in stata. Please help me to figure this out.
Conditional_volatility = s (cons_ + arch_1 + garch_1)
Where s = 1+ a1.v
Here, I do not know the command to estimate “a1” in stata. Please help me to figure this out.
