does anyone know why do i get different result from running ARCH (2) and GARCH (0,2), are they not suppose to give the same output? i got different alpha (1) and alpha (2)
i want to use the GARCH command for ARCH (2),because i want to get standardized residual for ARCH(2).  And from the command user's guide it says ARCH (1) and GARCH (0,1) are the same thing, but i ran both but they are giving me different results. anyone know why? please