How can I build a GARCH model in JMP?
Sorry, JMP doesn't have GARCH models. You could fit GARCH models with SAS/ETS and bring the results into JMP for visualization and exploration using JMP and SAS integration.
...and, if you don't have access to SAS/ETS, there are a large variety of GARCH packages in R, and R integrates well with JMP too.
