Kawee Numpacharoen, MathWorks
Learn how to build GARCH models (GARCH, EGARCH, and GJR) using the Econometric Modeler app. The data used in this demo is the historical price of the S&P 500 Index retrieved from FRED using Datafeed ToolboxTM. Econometric modeling is an iterative process, but it can be much easier and faster using the Econometric Modeler app.
In this demo, you will learn how to: