GARCH Toolbox

Recommendations and Suggestions

This final section of the tutorial highlights some general recommendations to make it easier for you to use the GARCH Toolbox. It discusses:

• Simplicity/Parsimony
• Convergence Issues
• Initial Parameter Estimates
• Boundary Constraints and Statistical Inferences
• Data Size and Quality

Equality Constraints and Initial Parameter Estimates

Simplicity/Parsimony