How do you get a series for the variance from an ARCH model?

[Jonathan Talmi]

After I run my arch model, I want to get a time series for the variance. With standard OLS this is easy to do with estimates store and predict(), but how do you do this with ARCH? Thanks

[Nicolás Ronderos]

For the conditional variance:
predict CV, variance

And for the unconditional you have to generate it as

gen sigma=b_0/(1-Sum(b_i))

Where b_0 is the constant in the ARCH model and b_i are the coeficcients for the squared errors (for i>0).

[Jonathan Talmi]

Thanks!