![_]$P)X0]6{BID]FCRRHRLBC.jpg _]$P)X0]6{BID]FCRRHRLBC.jpg](https://m.pinggu.org/bbs/forum.php?mod=image&aid=1696277&size=200x200&key=44541e65f0cc4d1d&type=fixnone)
用GARCH(1,1)模型预测期货收益率方差,我做出来的步骤和他的不一样,实在不解,求高人指导探讨,收益率数据(30个)如下:
0.010979 |
0.012348 |
-0.004846 |
0.009669 |
0.022687 |
-0.009451 |
0.007278 |
0.009383 |
0.006088 |
0.017342 |
-0.033902 |
0.017273 |
0.021180 |
-0.008770 |
-0.004237 |
-0.002125 |
0.021401 |
0.010359 |
-0.001719 |
-0.012117 |
0.012805 |
-0.014548 |
0.002091 |
-0.026104 |
-0.001431 |
0.004998 |
-0.025975 |
0.002920 |
-0.001824 |
0.018807 |