Have you tried the garch modeling in the fSeries package?
Also, have you tried to think of an example so small and simple you
can work it yourself either entirely by hand or using something more
transparent? For example, I often use the Solver in Excel to minimize
a
Dear Sir,
First of all Happy Holidays!,...
I am writing to you because I am a bit confused about ARCH estimation.
Is there a way to find what garch() exactly does, without the need of
reading the source code (because I cannot understand it)?
In Eviews (the results at the end) I am getting
