Hi, 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. Thanks, Shirin ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
