[Gretl-users] Re: GARCH - GJR News Impact Curve

On 04/07/2026 17:48, Theodoros Panagiotidis wrote: Dear Jack, Please find attached the revised script that uses gig. Please also find attached the gfn file that can take bundles of estimated GARCH (1,1) and GJR(1,1) models and produce News Impact Curves. Credit to Mery Mertzanidou. Thanks, Theo. I have a few suggestions. I'll send you a private email. -- ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/