[R] how to forecast the GARCH volatility?

Rick Xu stonexu1984 at yahoo.com
Mon Nov 20 04:51:07 CET 2006


Dear All,

I have loaded package(tseries), but when I run
predict.garch(...) R tells me could not find function
"predict.garch", however ?predict.garch shows me
something. I am confused about this. How can I
forecast garch volatility?

I have tried:
predict(...,n.ahead=...),give me fitted value
predict(...,n),give me NA,NA



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