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GARCH Toolbox™ 2.4
Analyze financial volatility using univariate GARCH models
The GARCH Toolbox™ extends the Financial Toolbox™ product with functions specific to volatility modeling. The GARCH Toolbox product enables financial professionals to perform Monte Carlo simulation of univariate returns, generate minimum mean square error forecasts, perform pre- and postestimation diagnostic and hypothesis testing, and estimate parameters of general ARMAX/GARCH composite models.
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