Hi everyone, I use the "rugarch" package in order tu run a rolling windows estimation using the function "ugarchroll". I want to set the windows "moving". For example, I want to do "n.ahead=1, refit.every=1, refit.windows="moving", .. " But I don't know how to set the length of the rolling windows (say for eg. 250). Thank you in advance for your help Giles [[alternative HTML version deleted]]