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st: ARCH

From   Yannick Goetschel <>
To   <>
Subject   st: ARCH
Date   Sun, 22 May 2011 21:54:03 +0100

I am currently investigating the link between a particular stock y and the market index, S&P 500. 
I am trying to apply the ARCH model but I end up with the following message. "flat log likelihood encountered, cannot find uphill direction". I really dont know what to do. Any advice would be 
greatly appreciated. 

what ive done:
reg dly dlsap
estat archlm, lags(1)
arch dly dlsap, arch(1) garch(1)

Kind regards, 

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