How to Perform GARCH Model Diagnostics Test on Eviews

This video explains how to perform GARCH Model diagnostics Tests on Eviews. The GARCH Modeling series has 9 collections on the following topics:

(1) ARCH versus GARCH (Background),
(2) Basics of GARCH Modeling,
(3) how to estimate a simple GARCH model,
(4) ARCH versus GARCH (Estimations),
(5) how to estimate GARCH-in-Mean models,
(6) how to estimate Threshold GARCH (GJR GARCH) models,
(7) how to estimate Exponential GARCH models,
(8) GARCH models and diagnostics and (9) how to forecast GARCH volatility

NB: The video was prepared and published by Dr. Ngozi Adeleye (PhD). It has been shared here with her full consent, authority and acknowledgement. To Learn more, please visit her YouTube Channel

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How to Perform GARCH Model Diagnostics Test on Eviews

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How to Perform GARCH Model Diagnostics Test on Eviews

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