[R] predict.garch problem

Shirin Safa sh.safa at gmail.com
Thu Jul 10 22:54:33 CEST 2008


I'm trying to run a garch model. and I want to use the predict
function to predict ahead the conditional standard deviation.
but when I run the predict function I get the same number of return as my data.
How should I define the number of days looking ahead in garch predict?

I really appreciate your help.


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