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meanforecast
2008 Apr 01
1
garch prediction
...0.03350248
....................................................................................
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=meanForecast+meanError*sqrt(standardDeviation) ???
My return looks like standard return series with...