Hello, I am writing to seek help in interpreting results of GARCH variants and to forecast volatility in index returns. I am a beginner in time series analysis, currently working on analyzing the time varying volatility in index returns. With reference to the logarithmic index returns can anyone put light on, 1) How to interpret the output of a GARCH variants? 2) How to forecast variance with the GARCH outputs? 3) How to calculate loss functions to interpret forecasting performance of GARCH variants used? Thank you. Best, Karthik