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