Dear gretl users,
I have a quick/narrow question about the estimation of an EGARCH model with
gretl. I'm estimating it via GUI. Just to be sure:
Since EGARCH estimates the "log" of the conditional variance, is the output
(which one can save via Save --> h) in log terms? So, for sake of clarity,
shoud I take exp(h) to get the (raw) variance? Or does gretl do that
transformation?
Thanks for your time.
Gabriela