[R-SIG-Finance] How to extract all VaR values?

[Brian G. Peterson]

deng yishuo wrote:
> Hello,everyone!
> I'm using "rgarch"(a very powerful package) now. 
> And there is a problem for me.That is I don't  know how to  extract the VaR
> values after 
> I have caculated them using function ugarchroll().
> Please help me!
> Thank you so much! 
>   
It would be easier for people to help you if you construct some sample 
data and the commands you use to get to where you're at right now.

Then, anyone on the list can replicate the commands you use to get where 
you are, and it is much easier to help you than to have to start from 
scratch to replicate.

Perhaps, for example, start from examples in the rgarch documentation, 
and get the list to the same point you're at now.

Regards,

   - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock