Garchform software
Garchform
Added: August 06, 2013 | Visits: 438
The ARMAX-GARCH Toolbox estimates, forecasts and simulates a large variety of ARMA and GARCH models with different distributions and for any order of AR(n), MA(m), ARCH (p) and GARCH (q) effects as well as it allows any number of factors in the mean and volatility process.The supported models...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 204.8 KB | Download (49): ARMAX-GARCH Toolbox Download |