Volatility Modeling GARCH Processes in R

>> YOUR LINK HERE: ___ http://youtube.com/watch?v=lKBgQ4MxM3Y

Using monthly exchange-rate data, we use the rugarch package to estimate a GARCH(1,1) process off of an AR(1) mean equation. We then compare the resulting volatility series with one calculated using an Exponential GARCH model. • Tutorial available at https://github.com/hegerty/ECON343/bl... • Data and more information available at https://github.com/hegerty/ECON343

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