Perhaps following thread will be of your benefit: http://r.789695.n4.nabble.com/Forecasting-GARCH-td930240.html#a930243 Thanks, -- View this message in context: http://r.789695.n4.nabble.com/Expost-prediction-for-ARMA-or-GARCH-tp3094155p3094391.html Sent from the Rmetrics mailing list archive at Nabble.com.