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GARCH(1,1) - Model stability check

In the middle part of GARCH(1,1) model table (aka Goodness of fit), note the formula under the CHECK. The function GARCH_CHECK ref…
Selecting the calibration icon in NumXL toolbar

Select the header cell of the model table, Locate the calibration icon in NumXL Toolbar (aka Tab), in the Power Tools section, and…
Excel Solver with GARCH(1,1) model calibration settings

NumXL launch Excel Solver with its fields initialized with model's cells: parameters, utility function (i.e. LLF) and the constrai…
Excel Solver Found a Solution for GARCH(1,1) calibration

Excel Solver found a solution for the calibration problem of the GARCH Model
GARCH(1,1) Model table with calibrated values

Upon solver successful completion, the optimal values of the GARCH(1,1) model are inserted in the table, and calculation referenci…