GARCH model - Eviews

In this video you will learn how to estimate a GARCH model in EViews using Microsoft Stock as example. I will explain step by step how to estimate GARCH models. We will use real data for the analysis: Microsoft stock model. We will use Microsot stock data to estimate a GARCH model.

NOTE: We will fit and ARCH model, and then a GARCH model. Finally we will compare them and see which one is preferred in our example.

✅Buy the Slides+EViews Wokrfile (it also includes the ARCH video material) at: https://payhip.com/b/R2EbW

📈 Download the dataset for free and replicate the content of the video at:
https://sites.google.com/view/jdecono...

✅ Check all my video tutorials available and more on my website: https://sites.google.com/view/jdecono...

GARCH stands for generalized autoregressive conditional heteroskedasticity and is a statistical modeling technique used to help predict the volatility of returns on financial assets and/or, macroeconomic variables.

In this video we will learn about:

-How to check for ARCH Effects
ARCH model vs GARCH model
Which model fits better my data?
How to estimate ARCH and GARCH model
GARCH model: Real Example - Microsoft Stock

Lets get into it!
-------------------------------------------------------------------------------------------------

📺 For more videos likes this, please subscribe:
   / @forecastingeconomics  

☕️ If you would like to show your appreciation and make a donation:
💳 https://www.paypal.com/paypalme/JDEco...

✅ Follow me on Twitter:
  / economicsjd  

✅ Follow me on Instagram:
  / jd_economics  

✅ Visit my Website:
https://www.jdeconomics.com/

--------------------------------------------------------------------------------------------------
🕘 Timestamps:
🎬 In this video the following analysis is performed:
👋 Introduction 0:00
📊 GARCH Models Overview 0:53
📊 GARCH Formalities 3:38
📊 Microsoft Returns - Example 4:43
📊 Estimating the Mean Equation 5:13
📊 Checking for ARCH/GARCH Effects 8:02
📊 ARCH(2) Model 11:44
📊 GARCH(1,1) Model 16:00
📊 Comparing the Models 18:29
📊 GARCH Variance Graph 19:43

---------------------------------------------------------------------------------------------------------
✅ Interested in learning more?

🎬 Learn how to write your research paper in a fancy way in Latex with Overleaf:    • Latex with Overleaf Tutorial/Course  

🎬 EViews Course videos:
   • Applied Time Series Analysis: Free Eviews ...  

🎬 Stata Course videos:
   • Time Series Analysis: Stata Free Course  
---------------------------------------------------------------------------------------------------------
If you liked the video and would like more content, please support my channel subscribing!

👍Like and subscribe for more videos!

Thanks a lot!