Returns an array for the model fitted conditional volatilities/standard deviations.
Syntax
GARCHM_VOL(X, Order, mean, lambda, alphas, betas)
X is the univariate time series data (a one dimensional array of cells (e.g. rows or columns)).
Order is the time order in the data series (i.e. the first data point's corresponding date (earliest date=1 (default), latest date=0)).
Order  Description 

1  ascending (the first data point corresponds to the earliest date) (default) 
0  descending (the first data point corresponds to the latest date) 
mean is the GARCHM model mean (i.e. mu).
lambda is the volatility coefficient for the mean. In finance, lambda is referenced as the risk premium.
alphas are the parameters of the ARCH(p) component model (starting with the lowest lag).
betas are the parameters of the GARCH(q) component model (starting with the lowest lag).
Remarks
 The underlying model is described here.
 The time series is homogeneous or equally spaced.
 The time series may include missing values (e.g. #N/A) at either end.
 The number of parameters in the input argument  alpha  determines the order of the ARCH component model.
 The number of parameters in the input argument  beta  determines the order of the GARCH component model.
Examples
Example 1:


Files Examples
References
 Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0691042896
 Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0471690740
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