how to compute EGARCH and save the parameter values?

[srikanthyadav44]

dear all, 

i have to run EGARCH by using  Nelson(1991) model on the returns of 100 stocks and to save the parameter values in a separate file. 

How to do it in SAS. 

The input format is as follows 

Date	X1	X2	X3	………..	X100
1-Jan-18	0.27	-1.33	-1.77	………..	-0.33
2-Jan-18	-1.06	0.17	-0.06	………..	-2.15
3-Jan-18	0.17	-1.63	-0.54	………..	0.32
4-Jan-18	-0.1	0.72	2.26	………..	0.93
5-Jan-18	0.6	0.47	3.45	………..	3.25
8-Jan-18	0.39	-0.13	1.23	………..	-4.38
9-Jan-18	-0.03	-0.98	-0.94	………..	-1.27
10-Jan-18	-0.44	-1.11	-0.95	………..	-0.67
11-Jan-18	-0.72	-0.44	-1.21	………..	1.65
12-Jan-18	-0.65	-0.57	-0.58	………..	-1.01
15-Jan-18	0.98	-0.29	-1.8	………..	-0.99
16-Jan-18	0.47	-0.19	-2.92	………..	-1.44
17-Jan-18	3.91	1.08	0.82	………..	0.53
18-Jan-18	-0.07	0.22	-2.38	………..	-0.98
19-Jan-18	0.93	0.29	2.48	………..	0.59
22-Jan-18	3.61	2	0.26	………..	-1.45
23-Jan-18	1.4	0.66	0.14	………..	0.29
24-Jan-18	-1.96	1.38	1.78	………..	-6.62
25-Jan-18	1.34	-0.89	-1.66	………..	-1.48
29-Jan-18	-1.71	1.58	0.29	………..	-2.67
30-Jan-18	-1.95	-0.17	-2.15	………..	0.64
31-Jan-18	-0.03	-0.63	-0.03	………..	-0.17

the output should be as follows 

Stock	Constant	parameter1	parameter2	parameter3
X1
X2
X3
…
…
…
…
…
…
X100

[srikanthyadav44]

dear Mr.VDD 

though the data is same, the analysis to be done is different. in the previous,one had to compute skewness, kurtosis and Standard Deviation. In this query, i am asking about how to compute EGARCH(i.e, Exponential Generalized autoregressive conditional heteroskedasticity). 

thanking you 

[Ksharp · Accepted solution]

Better Post it at Forecast forum ,since it is about SAS/ETS .