Displaying 1 result from an estimated 1 matches for "fitgarch".
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figarch
2009 Jun 10
2
Predict GARCH
hello,
i was trying to predict values for a garch, so i did:
predict(fitgarch,n.ahead = 20)
but this doesn't work. Someone can tell me how to get the 20 values ahead of a garch model.
thanks in advance
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