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​​​G@RCH 經濟計量分析軟體 ​​​​gatrch0.jpg

G@RCH 是 OxMetrics 的應用程式專門用來估計和預測單變量暨多變量的 ARCH-type 模型。它還允許的二次變化和集成的波動變量和多變量非參數估計。

G@RCH ™       

G@RCH is an OxMetrics module dedicated to the estimation and forecast of univariate and multivariate ARCH-type models. It also allows the estimation of univariate and multivariate non-parametric estimators of the quadratic variation and the integrated volatility. 

G@RCH provides a menu-driven easy-to-use interface, as well as some graphical features. For repeating tasks, the models can be estimated via the Batch Editor of OxMetrics or using the Ox language together with the "Garch",  "MGarch" and "Realized" classes. 

Version 7.0 is a major update that features many improvements. G@RCH is also part of OxMetrics Enterprise Edition.