Hi everyone,

I use the "rugarch" package in order tu run a rolling windows estimation using the function "ugarchroll". I want to set the windows "moving".
For example, I want to do "n.ahead=1, refit.every=1, refit.windows="moving", .. "

But I don't know how to set the length of the rolling windows (say for eg. 250).

Thank you in advance for your help

Giles

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