Time series: Heteroskedasticity - arch-garch model

[Michele Viola]

Good Evening,

i would like ask you 2 questions:
1) What is the correct command in STATA 15 SE for estimate a Model AR(1) with error GARCH(1,1) ?
2) How can I make a relative graph automatically?
3) How can I comment on the data obtained in a GARCH (1,1) MODEL? I mean i launched a regression and the sum of the parameters Arch and Garch is greater than one! (Arch L1= 0,15 and Garch L1= 1,05). Is it correct? How can I resolve it?
Thanks a lot. I need help for my research job in Bank.
Michele Viola

[William Lisowski]

Previously posted in the General Forum at

https://www.statalist.org/forums/for...ch-garch-model

which is the appropriate forum, since the Mata Forum which is intended for discussions of Stata's Mata language and viewed by fewer members than the General Forum.

[Michele Viola]

Thanks for advice!
M.V.