RainbowStats™ · Time-series commands
GARCH
Construct the existing GARCH volatility analysis.
Syntax
GARCH(series)Example or template
g=GARCH(LOGDIFF(INDPRO))
EXTRACT(g,"text")Details
The supplied GarchOperator source uses an already-log-differenced series or computes log differences first. Estimation and chart construction may be deferred until outputs are requested. Verified extract spellings are garchchart and text; its legacy mixed-case garchText case is unreachable after lowercasing.
Uppercase model/matrix placeholders in examples are variables you supply. Extracts can trigger estimation or rendering. Inspect residuals and model assumptions before interpreting forecasts or shock paths.
Available extracts
Save the command result in a variable, then use EXTRACT(result, "key"). Availability can depend on the input form and fitted model.
garchcharttext
In indexed patterns such as beta:n, replace n with the required index.