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

[Valentin Dimitrov]

Dear all,

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

gf<-garchFit(formula=~aparch(1,1),data=y_export,include.delta=FALSE,cond.dist="sstd",trace=FALSE)

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