Hi, I've fitted a GARCH(1,1) for the residuals of my time serie (X). X is an ARMA(1,1) process. Now I want to do a n-step forecast for X, knowing these processes. How can I do this? I know that there's a command: predict() for ARIMA processes and so on, but what about GARCH? I've got: arma=arima(x, order=c(1,0,1)) (...) garch11<-garch(residuals(x),order = c(1, 1)) summary(garch11) How can I forecast the conditional variance and my serie X? PS I've noticed that there is some discussion around it in http://www.nabble.com/Predict-GARCH-td23962363.html#a23962363 but it doesn't answer my question. Many thanks Ana [[alternative HTML version deleted]]