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Topic: volume augmented garch(1,1) model in matlab
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Jayadeep

Posts: 1
Registered: 5/15/14
volume augmented garch(1,1) model in matlab
Posted: May 15, 2014 5:37 AM
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Actually I want to add volume traded of a stock in my Garch(1,1) model to forecast the volatility.In Matlab I can specify the model as garch(1,1) and then use estimate and forecast commands.But I am not sure how to specify my volume augmented garch(1,1) model in Matlab.

Any help on this would be very appreciated.

Thanks,
Jayadeep Shitole



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