This video teaches the Difference Between ARCH vs GARCH Models (Estimations). This video explains why GARCH is preferred to ARCH models due to its parsimony.
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
