This code performs multiple ARCH models in order to model the second moment of time series. It is implemented in Matlab

Packet : Volatility Models.rar filelist
pd7_3_estimaciones.m
pd7_4_arch.m
pd7_5_garch.m
pd7_adicional.m
equity.xlsx
indices.mat
pd7_1_manipulacion.m
pd7_2_patrones.m

Packet : Volatility II.rar filelist
mgarch_bekk.m
garch_seasonality.m
garch_student.m

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