#Forecast on t-distribution SP500#
equation eq01.arch(tdist) r__gspc
eq01.forecast(e, g, forcsmpl="1/03/1990 1/03/2022") rgspcf @garch volmodel1gspc
scalar dfM=eq01.c(4)
scalar quantileM1= @qtdist(0.001,dfM)
vector VaRmode11= volmodel1gspc*quantileM

#Forecast on t-distribution VIX#
equation eq02.arch(tdist) r__vix
eq02.forecast(e, g, forcsmpl="1/03/1990 1/03/2022") rvixf @garch volmodel2vix
scalar dfM=eq02.c(4)
scalar quantileM2= @qtdist(0.001,dfM)
vector VaRmodel2= volmodel2vix*quantileM2