| To: | s-news@wubios.wustl.edu |
|---|---|
| Subject: | Quick Question |
| From: | "Samir Saadi" <Saadi@management.uottawa.ca> |
| Date: | Tue, 16 Aug 2005 21:19:29 -0400 |
| Organization: | School of Management |
|
Hello everyone:
I have financial time series that I modeled using GARCH:
G=garch(D.df~ar(12), ~garch(1,1), na.omit, trace=F)
Can anyone please tell how I can get the values of the CONDITIONAL STANDARD
DEVIATION (CSD)?
I can get the plot of CSD but I can't figure out how to get their values.
Thanks in advance !!!
SamSaadi@management.uottawa.ca
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