向各位前辈请教一下,我有某个股票指数十年的continuously daily returns, weekly mean returns and weekly standard deviations,然后用前五年做estimation再用后五年做weekly volatility forecasting, 最后比较GARCH预测的weekly volatility 和已有的weekly standard deviation. 我想请教的是我只有daily returns要如何操作让GARCH预测weekly volatility? 另外Eviews的correlograms和那些estimation得到的图形要如何才能弄到word里面去? 希望各位前辈赐教,谢谢.