gbmake & gbplot

gbmake and gbplot: Stata programs for revealing volatility dynamics in ARCH-GARCH models

Install

From within Stata type:

net install gbmake, from("https://andyphilips.github.io/gbmake-gbplot/") replace

Then see help gbmake and help gbplot for details.

Download files directly

• gbmake.ado · gbmake.sthlp
• gbplot.ado · gbplot.sthlp

Place these in your PERSONAL ado directory (type sysdir in Stata to find it).

Other resources

Code and data to replicate the Stata Journal article are available here.

Citation

If you use gbmake and gbplot please cite us:

Benton, Allyson L., Soren Jordan and Andrew Q. Philips "Revealing volatility dynamics in ARCH-GARCH models." Forthcoming at The Stata Journal.

and

Benton, Allyson L., Soren Jordan and Andrew Q. Philips. 2026. "Taking variance seriously: Visualizing the statistical and substantive significance of ARCH/GARCH models." The Journal of Politics: 88(1): 18-35.