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From: Divakar on 19 Mar 2010 00:19
Hi

what does the square of the error term in the garch variance equation represent.
Is it random white noise? or is it the residual- meaning, difference between the each observation and estimated mean ?.. I have read in few forums where the error^2 is considered as the return(t-1).

It would also be helpful if someone can explain the output of the garchpred()

Thanks
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