[R] predict() of garchFit

user84 roland.taber at gmx.at
Tue Sep 20 12:20:19 CEST 2011


Hi,
could anyone tell me how predict() predicts the meanError or
standardDerivation of a garchFit(1,1)-model,
knowing the coefficients mu, omega, alpha1, beta1 and of course all
datapoints?

Thanks and sorry for my poor english. 

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