Garch with structural breaks

Hello, I am a new learner for garch code with structural breaks, this is the output, I am not certain about the results with the first and second lines, are there the percentage of the structural breaks of the sample? Thank you for any help.

|========> Series : MONTEREY

Panel # = 1.0000

break point ---- tvalue

0.25
0.50
-11.74

|========> Series : AUSTIN_C

Panel # = 2.0000

break point ---- tvalue

0.58
0.77
-24.27

1 Answer

0

accepted

I think that the breakpoint percentages are indicating the observation number of the break. For example, if your data has 200 observations a break at 0.58 would indicate the 116th observation.

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aptech

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