Compute the conditional variance σ2 t for each series

I am just looking for some help about computing a conditional variance σ 2 t for each series and then I need to Compute the 95% VaR for each day. Any help would be much appreciated, thank you.

Answers (1)

The garch function may be helpful, with See Also for more options and functions.

Categories

Asked:

on 29 Aug 2024

Answered:

on 29 Aug 2024

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!