Here is the source for these demos of GARCH within Matlab 2013B

Here is the source for these demos of GARCH within Matlab 2013B

Test GARCH

R source code example on how to trade using a GARCH Volatility Forecast

I found this link:

http://www.r-bloggers.com/trading-using-garch-volatility-forecast/

I am using RStudio so I can confirm sthat the code seems to be ok but the plots fail with a message;

*> plotbt.custom.report.part1(regime.switching.garch, regime.switching, buy.hold)*

*Error in plot.window(…) : Logarithmic axis must have positive limits*

*In addition: Warning message:*

*In xy.coords(x, y, xlabel, ylabel, log) :*

* 3120 y values <= 0 omitted from logarithmic plo*

Could it be the data used? I am not sure but I only need the data anyhow. Looks good but still need to validate it as I get more comfortable with R.

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