GARCH Model in R with simple explanation

This video simply explains the GARCH model estimation in R

[@wenskidlycharles5258]

I have some questions for you. I developped GARCH models with RUGARCH package but the p-value of test Weighted Ljung Box test on standardised residuals is always less than 5%. What should i do? Is it a serious problem?

[@halilaltntas3393]

Can you explain (if you know) quantile ardl based error correction model?

[@SSfromUK]

Thanks for the video

[@pradeepkumarbehera7729]

If the ARCH effect is not present in the data, can we still apply GARCH or any other method for measuring volatility spillover?

[@hamayoonshah1990]

There are hundreds of methods to check the volatility spillover.

[@pradeepkumarbehera7729]

@@hamayoonshah1990 Thank you sir

[@razahussain6368]

Good