在线等,知道的大神请指导下
matlab中,如果只是[Coeff,Errors,LLF,Innovations,Sigmas,Summary] = garchfit(Series),那么这个是不是默认为用的是GARCH(1,1)模型做的估计啊???帮助文件的解释是这样garchfit(Series) models an observed univariate return series as a constant, C, plus GARCH(1,1) conditionally Gaussian innovations. For models more complicated than this one, you must provide model parameters in the GARCH specification structure Spec.
还有就是我要算的是波动率啊,是不是对残差序列再求个方差就是了??