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ES

  1. Residuals diagnosis section in GARCH Model table

    In the generated GARCH model table, the rightmost section contains tests and check for the standardized residuals to verify the un…

  2. Histogram plot for RCH(1,1) standardized residuals

    A histogram plot for the standardized residuals of the calibrated GARCH(1,1) model with an overlay Gaussian distribution curve.

  3. QQ-Plot for GARCH(1,1) standardized residuals

    A QQ Plot for the standardized residuals of the calibrated GARCH(1,1) model.

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