Am 17.01.2019 um 16:54 schrieb Olasehinde Timmy: Hi, the part about the levels (first moments) is easy. As long as you don't have an ARCH-in-mean model or something like that your mean equation is unaffected. So you have an AR(1) here and you can use gretl's standard tools ('ols' and 'fcast' basically) to get your forecasts. About forecasting the conditional variance, I'd suggest to take a look at the "gig" addon (Garch in gretl) and section 3.5 in its help doc. good luck, sven