Creating GARCH Models using Econometric Modeler App (File for video demo)

This is the file used in the video demo titled "Creating GARCH Models using Econometric Modeler App"

In this demo, we retrieve the historical data of S&P500, remove missing data, and convert them into timetable format. Following, we used Econometric Modeler App to fit 3 GARCH models: GARCH(1,1), EGARCH(1,1), and GJR(1,1). Lastly, we showed how to perform simulation and forecasting using the selected GARCH model.