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winkofsky
Community Member

GARCH Model

How can I build a GARCH model in JMP?

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2 REPLIES 2
jiancao
Staff

Re: GARCH Model

Sorry, JMP doesn't have GARCH models. You could fit GARCH models with SAS/ETS and bring the results into JMP for visualization and exploration using JMP and SAS integration.

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Kevin_Anderson
Community Trekker

Re: GARCH Model

...and, if you don't have access to SAS/ETS, there are a large variety of GARCH packages in R, and R integrates well with JMP too.

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