How how output GARCH volatility?

[econfkw]

proc autoreg data=Vol_est;

model  Mkt= /garch=(p=1,q=1);

output out=temp2;

run;

I'm estimating the market return volatility by GARCH(1,1), how can I output the estimated conditionally volatility? The code above only returns the original data.

thanks

[udo_sas · Accepted solution]

Hello -

You can specify certain statistics to be included in the output data set.

See http://support.sas.com/documentation/cdl/en/etsug/65545/HTML/default/viewer.htm#etsug_autoreg_syntax... for details.

Thanks,

Udo