[R-SIG-Finance] Yet another GARCH-T question

Rich Ghazarian rich7804 at yahoo.com
Sat Apr 28 16:26:24 CEST 2007

What is the best way to fit a Student
T GARCH, I have looked at previous postings, and they require a  formula


garchFit(formula, data, init.rec = c("mci",
"uev"), delta = 2, skew = 1,

shape = 4, cond.dist = c("dnorm",
"dsnorm", "dged", "dsged", "dstd",

Is there a quick way to get this done?

I have the following; How do I convert
it to a Student T GARCH

 fit <- garch(GHRT, order=c(1,1))

I have tried the following and I can't
get it to work.

> garchFit(formula.var = ~garch(1,
1), series=GHRT, cond.dist ="dstd")

Error in .modelSeries(fake = FALSE,
lhs = TRUE) : 

"formula" is missing, with no default

Also I can not find help on the following.

GarchDistributionFits(fSeries) Parameter
Fit of a Distribution

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