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...itional variance can be controled to be \omega /(1-\alpha-\beta) = 1. I was using garchFit (fGARCH package) but did not find the way to control. Any help? Thanks a lot!! Ted -- View this message in context: http://www.nabble.com/How-to-fit-GARCH%281%2C1%29-with-targeted-unconditional-variance--tp22016564p22016564.html Sent from the R help mailing list archive at Nabble.com.