Garch Modelling in R
Channel: Ralf Becker
Date: 2018-05-03

This video illustrates how to use the rugarch and rmgarch packages to estimate univariate and multivariate GARCH models. You can find the script on http://eclr.humanities.manchester.ac.uk/index.php/R_GARCH

Table of Contents: 

00:00 - Introduction
01:08 - Data Upload
04:12 - Univariate GARCH
16:43 - Multivariate GARCH