This video provides some useful guides on how to generate the volatility series using the GARCH model framework.
For a better understanding of GARCH modelling, kindly refer to the following texts:
Alexander, C. (2008). Market risk analysis, volume II, practical financial econometrics: https://www.wiley.com/en-ru/Market+Risk+Analysis%2C+Volume+II%2C+Practical+Financial+Econometrics-p-9780470998014
Taylor, S. T. (2007). Asset price dynamics, volatility and prediction: https://www.amazon.com/Asset-Price-Dynamics-Volatility-Prediction/dp/0691134790
Campbell, et al (1996)
Chan (2010)
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@ChekwubeMadichie @CrunchEconometrix @sayedhossain23 @harvard @mitocw @cambridgeuniversity @Ruhr-UniversitätBochum
