Hi everyone I'm running a T-GARCH model (i.e. a GJR-GARCH model) using the package fGARCH. A sample code for my model looks like this: Modell1=garchFit(formula=~1+aparch(1,1), data="T-Bill", delta=2, include.delta=F) summary(m1) Here's the issue. I need to indicate the adjusted R-squared values for the model fit. R (i.e. the package) does not provide that measure after running the model. However, some research papers indicate the adj. R^2 for the T-GARCH model and I'd like to follow that procedure. Does anyone have some experience with GARCH models and adjusted R-squares, the fGARCH package or maybe even has a sample code to derive the R^2 in that case? I'm thankful for any comments! P.S. I know there might be other model fit measures that are more appropriate for GARCH but I need to stick to the method of previous literature. Best regards, Ben