Am 26.11.2024 um 19:39 schrieb Burak Korkusuz: > Hi, > > For GARCH command, is there any trick to include an exogenous variable > in the Variance Equation. Following the semicolon, any variable > written after dependant variable is included in the Mean Equation. For > example, > > garch 1 1 ; R const > > I know, Eviews does this by @ operator following dependant variable. I > am just wondering is there any way to do this? I think the "gig" (garch-in-gretl) addon offers this.