[R-SIG-Finance] fGarch, garchFit - how to set the initial variance?

Valentin Dimitrov vsdimitrov at yahoo.com
Tue May 11 18:10:28 CEST 2010

Dear all,

I am trying to use the garchFit function like for instance below:


I suppose the initial variance is somehow set according to the sample variance of my time series. 

My question is: Can I set that initial variance myself?

Is there maybe a garchFit() argument which sets this initial variance? 

Thank you very much for your help.

Kind regards, 
Valentin Dimitrov

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