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