[R-SIG-Finance] garch vs garchFit - minimum sample size

[Spencer Graves]

Why do you say that 'garch' requires more observations than 'garchFit'?  
Can you outline documentation or tests you've performed? 

Spencer

tom soyer wrote:
> Hi,
>
> It seems that the minimum sample size required by garch is much larger than
> garchFit, does anyone know why? I am guessing between 1,000 and 2,000 for
> garch and ~500 for garchFit. Does anyone know the exact minimum sample size
> for each?
>
> Thanks!
>
>