How many lags to be considered for checking the presence or absence of serial correlation after the estimatiion of volatility using GARCH(1,1) model?

After the estimation of volatility using the GARCH (1,1) model, to call it a good model we need to run the residual diagnostic tests namely 1. Correlogram - squared residual test 2. ARCH test. 3....

01 January 1970 5,134 5 View