The NumXL ARCH/GARCH modeling wizard automates the steps used to construct an ARCH model: guessing initial parameters, parameter validation, the goodness of fit testing, and residuals diagnosis.
To use this functionality, select the corresponding icon on the toolbar (or the menu item).
Point to the data sample on your worksheet, select the corresponding orders of the Autoregressive Conditional Heteroskedasticity (ARCH) component model and the Moving Average (GARCH) component model, the goodness of fit tests, residual diagnosis, and designate a location on your worksheet to print the model.
Upon completion, the GARCH modeling function prints the selected model's parameters and tests/calculations in the designated location of your worksheet.
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