Re: [R] RuGarch issue

this post has been submitted to r-sig-finance Galib Khan Rutgers Business School '18 Business Analytics and Information Technology (609) 412-3654 On Fri, Aug 17, 2018 at 2:27 PM, GALIB KHAN wrote: > Sup guys, > > Got an interesting issue with the rugarch package. > > I noticed that when I

[R] RuGarch issue

Sup guys, Got an interesting issue with the rugarch package. I noticed that when I changed the order of the external regressors, there are different values for the robust coefficient matrix. The values should be the same (according to the ordering of the variables). However, I am getting

[R] Rugarch issue. Any help would be great!

Hi there I'm having a bit of trouble with my code that I'm writing. Essentially I'm trying to do a rolling eGARCH forecast for a dataset, namely DataExplorers which is a portfolio of gold exploration stocks. I'm hoping to get it so that it calculates the eGARCH for each day and refits itself