Dear all R-users,

I wanted to fit a Garch(1,1) model to a dataset by:

>garch1 = garch(na.omit(dat))

But I got a warning message while executing, which is:

>Warning message:
>NaNs produced in: sqrt(pred$e)

The garch parameters that I got are:


> garch1

Call:
garch(x = na.omit(dat))

Coefficient(s):
       a0         a1         b1
1.212e-04  1.001e+00  1.111e-14

Can any one please tell me that why got this message? What is the remedy?

Thanks and Regards

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