st: GARCH(1,1), negative values for variance

[Kamyar Baradaran <kamyar.baradaran@gmail.com>]

Dear All,

I am using the following commands:
arch var1 var2 var3, arch(1) garch(1)
predict var_variance, variance

but in the predicted values, there are some negative numbers. How
could variance be negative?

Thanks,
K
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