Hi, i think the right to fit a GARCH-model is to use garchFit of the fGARCH package. My problem is that the time-series is definitly not normal distributed. So i can not use the "QMLE" method. How can i do it right? thanks Roland -- View this message in context: http://r.789695.n4.nabble.com/How-to-fit-a-non-normal-dist-GARCH-time-series-tp3836979p3836979.html Sent from the R help mailing list archive at Nabble.com.