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 references the model's parameters cells, but not the input data cells range.
In the middle part of GARCH(1,1) model table (aka Goodness of fit), note the formula under the CHECK. The function GARCH_CHECK references the model's parameters cells, but not the input data cells range.