[R-SIG-Finance] fitted fGarch model

[Spencer Graves]

babel at centrum.sk wrote:
> Hello guys
> I have this question. How to fit the garch model and print all his fitted values. 
> y=c+at  at=vt*sigma   vt=N(0,1)
>
>
> library(fGarch)
> fit = garchFit(~garch(1, 1), data =ret )
>
> c<-fit at fitted
> vt<-fit at residuals
> sigma<-fit at sigma.t
> at<-vt*sigma
> model_garch<-c+at
>
>
>
> Are these computations correct? Cause if I do model_garch=c+vt  I get the original series. 
> Thank you very much for help.
>
>   
It looks like you've answered your own question.  Spencer
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