Hi,

I need to run an EGARCH model with students t distribution. For this I am using the 'betategarch' package on RExcel.

I am giving the following command -

egrch <- tegarch.est(newdata)

to get this result -

par

c(-0.453477535533553, 0.949173600023672, 0.23986134153866, 0.069006693169864, 2.000001)

objective

6810.254

convergence

0

iterations

74

evaluations

c(125, 419)

message

relative convergence (4)

hessian.numerical

#VALUE!



How do i interpret the above results. I have run a similar formulation on a different software and am getting dramatically different parameters . I am very new to R and would appreciate any help on the above.

Regards,
Ank




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