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Old February 22nd, 2006, 01:02 AM
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Default GARCH in VBA/excel addin

Hi, I'm looking for GARCH model written using VBA. Can someone let me know if there's a website that I can download GARCH or can someone help me to convert from the MatLab source code.

 
Old October 10th, 2011, 08:07 AM
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It's not in VBA, but there's an Excel spreadsheet for GARCH(1,1) at http://investexcel.net/711/garch%e2%80%90excel/





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