R help - Aug 2015 - GARCH model estimation

I have to estimate the volatility of FTSE/MIB index with a GARCH model from
2012-06-21 to 2015-04-30, in every day. I use garchFit function, but I
don't understand the meaning of se.coef output. Does this function estimate
the volatility in every day of the time series (in input)? So does it
estimate three parameters (for example if the model is GARCH(1,1)) in every
day?

Thanks for your help.

Barbara

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I have to estimate the volatility of FTSE/MIB index with a GARCH model from
2012-06-21 to 2015-04-30, in every day. I use garchFit function, but I
don't understand the meaning of se.coef output. Does this function estimate
the volatility in every day of the time series (in input)? So does it
estimate three parameters (for example if the model is GARCH(1,1)) in every
day?

Thanks for your help.

2015-08-04 19:25 GMT+02:00 Barbara Rogo <barbara.rogo at uniroma1.it>:
> I have to estimate the volatility of FTSE/MIB index with a GARCH model
> from 2012-06-21 to 2015-04-30, in every day. I use garchFit function, but I
> don't understand the meaning of se.coef output. Does this function
estimate
> the volatility in every day of the time series (in input)? So does it
> estimate three parameters (for example if the model is GARCH(1,1)) in every
> day?
>
> Thanks for your help.
>
> Barbara
>
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