25. Estimating ARCH and GARCH models using EViews (Part-2)||ARCH, GARCH, GARCH-M, TGARCH, EGARCH

Описание

In this video we will estimate ARCH, GARCH, EGARCH, GARCH-M, TGARCH and EGARCH model in EViews.
Why use ARCH models?
How to check the volatility?
How to check stationarity/non-stationarity? (Unit root test)
What is Conditional variance?
Exponential GARCH substantiate the leverage effect.

#ARCH
#GARCHfamily
#GARCH
#EGARCH
#GARCH-M
#TGARCH
#EGARCH #model
#EViews
#ARMA
#ARIMA
#Stationary
#NonStationary
#UnitRoot
#FinancialTimeSeries
#TimeSeriesData
#Volatility
#ConditionalVariance
#VarianceEuation
#MeanEquation
#GARCHinMean
#ThreshHoldGARCH