Am 26.09.2014 um 15:17 schrieb Karthik Raju:
I am writing to seek help to forecast volatility of index returns using
In GRETL, I want to know how to perform in the sample and out of sample
forecasting after estimating index return series by using GARCH variants
in the gig package.
From the table of contents of the help doc gig.pdf, it appears
section on forecasting (3.5?). Have you read it?