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st: Forecast GARCH of monthly index

From   M P <>
Subject   st: Forecast GARCH of monthly index
Date   Wed, 3 Nov 2010 11:46:27 +0000 (GMT)


I need a big help. My problem this is:
I've different variables (indicator or variable of agricolutural account) and I would like forecast of a model that can be performed of the variance of all variables. I want to create previsional index starting by those agricoltural variables. And my goal is to compare the best of different model that I can find with this variables.
It's possible with Garch model or other? You can help me to create a do-file?



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