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GARCH modelling-RUGARCH vs Eviews
I modelled a stock's volatility using RUGARCH package in R and using Eviews.
The estimated model is GARCH(1,1).
Data is as below:
c(0.00240428226573286, 0.00718664351112785, 0.00417663958775449,
-0.0124234291416307, 0.00615240249156912, 0.0096846888172486,
0.0106526433200909, -0.00786660798829253, -0.0122874870756498,
-0.000314141256930967, 0.000471174886371273, -0.0208884504520821,
-0.0149969692551366, 0.0241492647161508, 0.00419227605454964,
0.0178426729434715, 0.00339145325161994, 0.00518480259013288,
0.0144432753009873, -0.000454914348644309, -0.0129016560881787,
0.0104447845272464, 0.0167547608104748, -0.00405921117604713,
-0.0300729637845212, -0.00822872240789607, 0.00278348586175703,
-0.00943594943234238, -5.99101840794702e-05, 0.000996016229104058,
-0.000829404324086624, 0.0258218725118393, 0.00877055916031999,
-0.00588618984169464, 0.0254017935654574, 0.00805703215794296,
-0.0191565531978934, 0.0152034393746021, -0.00363509820161312,