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...here http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf nor here http://cran.r-project.org/web/packages/rugarch/rugarch.pdf could i find some information that was helping. In this post http://r.789695.n4.nabble.com/RUGARCH-eGARCH-and-variance-targeting-td4634896.html someone proposes to read the "vignette on how the unconditional variance is calculated for the eGARCH model" I don`t know what is meant by vignette. The R-built-in help function tells me about eGARCH: "assymetry term: gamma1" Thanks a lot R-help. This is relly a lot of in...