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

[Rich Ghazarian]

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

i.e.



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

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



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) : 

        argument
"formula" is missing, with no default





Also I can not find help on the following.

GarchDistributionFits(fSeries) Parameter
Fit of a Distribution