Hello Mandar,

I'm not a GARCH specialist and so am ill-equipped to resolve your query, but although you've provided the data, I don't think anybody can answer you without seeing your code and resulting output.

Yours with thanks,

Clive Nicholas

On 17 March 2018 at 23:00, mandar phatak <mandarpriya@gmail.com> wrote:

Sir,
I faced a strange problem in while performing GARCH (1, 1) in Gretl for daily log returns for historical data on bitcoin it said convergence could not be met, but when i used GARCH variants everything is working well. So its a humble request kindly provide me where i am doing a mistake. Secondly i was trying use the multivariate GARCH in Gretl as now there is a package available using BEKK. As i felt since i have the historical data on log daily returns for euro( against dollar ) it will great to see the multivariate Garch. but there also it said error in line 7.

So a humble request to kindly guide me in resolving these problems.

Thanking you

With Regards,

Mandar Priya Phatak

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Clive Nicholas

"My colleagues in the social sciences talk a great deal about methodology. I prefer to call it style." -- Freeman J. Dyson