Recent content by the_mortiz

  1. T

    Predicting y_hat from a ARCH model

    Hi, I want to do something very easy, but it doesnt work! I need to see the predictions (and errors) of a GARCH model. The Main Variable es "dowclose", and my idea is look if the GARCH model has a good fitting on this variable. Im using this easy code, but the prediction are just 0's...