[R] GARCH Forecast?

[Peter Arnold]

I am trying to forecast volatility 2 periods forward using a ARCH(1) model:

predict(garch(fit2,order=c(0,1),n.ahead=2))


 ***** ESTIMATION WITH ANALYTICAL GRADIENT ***** 


Error in qr(com.hess$hess, ...) : unused argument(s) (n.ahead ...) 


What did I do wrong?

Thank you.


Best regards,



Peter Arnold, CFA
President
PRA Investment Counsel, Inc.
704-341-8193
www.prainvestment.com