Threshold GARCH (TGARCH) model: asymmetric volatility persistence (Excel)

[@NEDLeducation]

You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation

[@husawahusawa1915]

im sorry, but I cannot fine the spreadsheet on those link :(

[@dimasprasetyo9244]

Just the right amount of knowledge we need. Thanks NEDL these

[@muntedme203]

Can you go over forecasting from the model.

[@sobhanhosseinabadi5309]

this great, thanks for your time, how can we forecast volatility with tgarch?