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I am trying to understand how I should interpret the coefficients of CGARCH model. My topic is related to stock market volatility

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    $\begingroup$ Could you give the full title of the CGARCH model? Especially, could you explain what C stands for? (What GARCH stands for is clear.) Could you also include a link to EViews documentation for the CGARCH model? $\endgroup$
    – Richard Hardy
    Commented Jan 9, 2021 at 11:38
  • $\begingroup$ Dear Richard, the model is Components GARCH $\endgroup$
    – ali
    Commented Jan 9, 2021 at 15:32

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