Hi, We have Time Series Data set.Ti={1999,2000,2001,2002,2003,2004,2005,}Di={50,15,45,20,30,9,55} For this we need to identify the Degree of Volatility.Vi={V1999,V00,V01,V02,V03,V04,V05}.How do I do that ?

<t>Hi, I have time-series data,Time set :: Ti={1999,2000,2001,2002,2003,2004,2005,2006}Data set :: Di={1,8,2,7,3,6,4,5} We need to know the Volatility b/w periods Vi={V1999,,,,,,V2006} How do I measure the Volatility of these. which would be the best method to use ARACH or GARCH. ? How do we do it i...

<t>Hi, We are trying to implement GARCH (1,1) in JAVA .Pls explain me how to impement GARCH (1,1) for the following sample data. Variablle V= {1,6,2.5,3,-2,4}.How do we measure volatility using GARCH(1,1). We need to measure the degree of volatility b/w data-items Vi to Vj Any advice will be greatly...

Hi, Have you implemented GARCH (1,1) in JAVA. pls let me know how you have done it. I need to implement it in JAVA.Krishna