[R-SIG-Finance] Questions on fitted garch(1,1)

[Arun.stat]

One possible case may be the different way of initializing the volatility
estimates. You can look into the codes of 2 different packages on how they
are estimating the volatility for the 1st day. 

You can also compare the estimated parameters which set is giving max value
of the likelihood function, because may be they are using different
optimizer?

Thanks,
-- 
View this message in context: http://r.789695.n4.nabble.com/Questions-on-fitted-garch-1-1-tp3027748p3027779.html
Sent from the Rmetrics mailing list archive at Nabble.com.