Thread Subject:
GARCH model parameters

Subject: GARCH model parameters

From: Raffaele Guida

Date: 17 May, 2012 09:32:33

Message: 1 of 1

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hello everyone,

I want to evaluate the AR-GARCH parameters of a given audio signal. I was able to evaluate the AR parameters, how can I get the 3 GARCH parameters (beta0, beta1, beta2) in Matlab R2009a?

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garch Raffaele Guida 17 May, 2012 05:34:30
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