Any easy way to conduct GARCH modeling?

[Timothy]

Trying to do GARCH modeling, any quick way to do it?
Simple VBA code is desirable

[NickHK]

Timothy,
Did you try:
http://www.google.co.uk/search?hl=en&q=GARCH+Excel

NickHK

"Timothy" <[email protected]> wrote in message
news:[email protected]...
> Trying to do GARCH modeling, any quick way to do it?
> Simple VBA code is desirable

[janschepens]

Try this GARCH guide and Excel spreadsheet

"Timothy" <[email protected]> wrote in message
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> Trying to do GARCH modeling, any quick way to do it?
> Simple VBA code is desirable[/QUOTE]

[spiderxl]

Trying to do GARCH modeling, any quick way to do it?
Simple VBA code is desirable

You would need several econometric analytical functions in excel to spec, to calibrate and to do any forecast. The are many statistical packages (R, SAS, E-View) that have Excel Add-in so you need to install the original package and the Add-in option. Alternatively, there are statistical and econometric Excel Add-in (e.g. NumXL, XlStat, etc.).

Regards,