Oct 4, 2015
How can I build a GARCH model in JMP?
Jul 7, 2014
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.
Jun 5, 2014
...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.