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amara
2008 Apr 01
1
garch prediction
...tandardDeviation
1 0.01371299 0.03086350 0.03305819
2 0.01211893 0.03094519 0.03350248
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I know that if I use fit = garchFit(~garch(1, 1), data =ret) I got constant
mean, so trherefore I include amra term to move with mean
Iam not sure what values are hiding in this output.
1. Does menForecast hold my future predicted values?
2.Or I am able to just compute the confidence intervals for my prediction
like meanForecast +-2*standardDeviation ??
3Or I need to compute the future values like
yt=mean...