How to fit GARCH(1,1) simulation to ARCH(1)

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梦毁少年i
梦毁少年i 2020-11-30 04:01

I was asked to simulate 2000 data points for a standard GARCH(1,1) process. I did this using the code:

spec = garchSpec(model = list(omega = 1e-6, alpha = 0.1         


        
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