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GARCH Model

winkofsky

Community Member

Joined:

Oct 4, 2015

How can I build a GARCH model in JMP?

2 REPLIES
jiancao

Staff

Joined:

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.

kevin_c_anderso

Community Trekker

Joined:

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.