Help with Maximize function for GARCH(1,1)

Question:Help with Maximize function for GARCH(1,1)

Posted: MrMarc 3158 Product: Maple

January 09 2009

Hi,

I would like to find the optimal values of the parameters [ w, a , b ] in a GARCH(1,1)

I however have some problems specifying the Maximize function in the Optimization package

due to all the individual loops.....Any suggestions?

I have attached the workshet and the data

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