Regarding mean equation and variance equation in GARCH model using r

[Nidhi Dhankhar]

Good morning everyone 

I am performing GARCH model in r studio.

During the process of preforming GARCH I want mean and variance equation along with the value of R square and adjusted R square 

Can any one tell me how to perform all this step in R studio .

Thanks and Regards

Nidhi 

[Miklesh Yadav]

Dear Nidhi,

Basically, the mean equation can be derived from the ARIMA or ARMA model while the Variance model can be derived from the ARCH/GARCH model. I hope following videos will help you:

ARIMA model - https://www.youtube.com/watch?v=5pcYpYiqloU&list=PLBVaRzQdsqEq6C7tGbf-cL9QcEHiiMSoN

ARCH/GARCH model - https://www.youtube.com/watch?v=kwBqCqeiZUE&list=PLBVaRzQdsqEruZlyImSMFh1ohEFUjZanH

Regards

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