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!