equity volatility

  1. W

    Arch to estimate volatility of equity

    Hi, I'm using stata 12 to estimate volatility of equity. My series is non-stationary and I want to use a arch(p,q) arch(1) model to estimate it. Equity = stock price x number of stocks I have 1500 observations divided into 23 quarters. I want to estimate volatility of equity per quarter. How...