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EN

  1. Plot for S&P 500 monthly log returns

    A plot for the S&P 500 ETF log monthly returns between Jan 2009 and July 2012

  2. Selecting GARCH Wizard in NumXL Tab

    Locate the GARCH icon in NumXL Toolbar (aka Tab), and click it to invoke the ARCH/GARCH Wizard.

  3. NumXL ARCH/GARCH Wizard

    In the NumXL GARCH model wizard, enter the orders of the ARCH and the GARCH components. Leave Model selection to as GARCH

  4. GARCH(1,1) Model table

    The GARCH(1,1) model output table generated by NumXL GARCH wizard for the S&P 500 ETF log monthly returns time series.

  5. Generated formulas in the GARCH(1,1) model table

    The generated GARCH(1,1) model table is dynamic; note that cells are populated with formulas the references model's parameters cel…

  6. Generated Formulas in the Residual Diagnosis section of GARCH model table.

    The Residuals diagnosis section of GARCH(1,1) model table is dynamic; note the generated formula references the input cells range…

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