The RATS Software Forum

Hi Tom,

As I employ RATS for estimate bivariate GARCH model, to capture spillover effect (I already got this result).
But I would like to know more how can I get the output of estimate for each variance equation like my attached picture( which I copy from SAS), I have to use residual of each daily period to calculate in next process.


Best regards
Purichita

I'm confused about what this is showing. The standard errors are flat, which wouldn't be the case for a GARCH model of any type.

The variances are already being computed as part of the estimation, so you can just use the MVHSERIES option to fetch them.