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Use in simulation

Time to get your hands dirty with an actual simulation of stock returns and corresponding volatility and prices. The model to simulate returns is simgarchspec available in the R console.

This exercise is part of the course

GARCH Models in R

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Hands-on interactive exercise

Have a go at this exercise by completing this sample code.

# Complete the code to simulate 4 time series of 10 years of daily returns
simgarch <- ___(spec = simgarchspec, m.sim = ___, n.sim = ___, rseed = 210) 
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