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st: Re: GARCH(1,1), negative values for variance
Dear all,
I am terribly sorry. It was just my mistake.
Best,
K
On Wed, Jan 20, 2010 at 8:40 PM, Kamyar Baradaran
<[email protected]> wrote:
> Dear All,
>
> I am using the following commands:
> arch var1 var2 var3, arch(1) garch(1)
> predict var_variance, variance
>
> but in the predicted values, there are some negative numbers. How
> could variance be negative?
>
> Thanks,
> K
>
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