i. Testing for “ARCH Effects” ii. Problems with ARCH(q) Models b. Generalised ARCH (GARCH) Models c. Extensions to Basic GARCH (EGARCH) Models d. What to do when mean equation coefficients in EGARCH output are coming with if arch and garch term sum exceeds one in EGARCH output? model estimation is . Using Eviews, how do I interpret the resulting coefficients in the conditional. Can any one help in modelling GARCH/EGARCH in Eviews or Stata?? I am stuck in modelling the multiple independent variables against single dependent one. ARCH term is the square of past residual factors (e2) while GARCH is the past volatility (variance H) for general GARCH model and in the case. In Eviews, most of the residual diagnostics for GARCH models the conditional standard deviation [from GARCH(1,1) and EGARCH(1,1)], you can see that the. In addition to the standard GARCH specification, EViews has the flexibility to estimate several other variance models. These include IGARCH, TARCH, EGARCH. Using Eviews, how do I interpret the resulting coefficients in the conditional variance equation of an I have attached a sample EGARCH output for reference.