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Hello everyone! I am currently doing my thesis and I want to know how can I make an appropiate or "good guess" for GARCH (1,1) parameters (omega, alpha, beta) inorder for the microsoft excel SOLVER function can find the values. I am stuck...anyone got any suggestion. Thank you for your time...........

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This may be a late reply, but in case you still need it or if this would be helpful to anyone else here are my thoughts. One thing that I've been doing is, in the SOLVER Options tab, I make sure the "Assume Non-Negative" option is checked. For some reason this gets randomly turned off. This usually solves most problems I have with SOLVER blowing up in my GARCH models.


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