Of course the first step would be to make the first difference of the series, because there's obviusly a unit root. Can someone offer a solution to find the best Garch? I would be pleased to send the data. Thanks a lot!
Of course the first step would be to make the first difference of the series, because there's obviusly a unit root. Can someone offer a solution to find the best Garch? I would be pleased to send the data. Thanks a lot!