estimation model AR (1)-GARCH (1, 1) and forecasts out of sample
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hi Gretl users,I'm writing the thesis on the analysis of financial time series and I
have a question. How to estimate a model AR (1)-GARCH (1,1) using the console commands?
And how do the dynamic forecast out of sample on the conditional variance?Thank you for
attentionlucia
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lucia_casaburi_90＠alice.it