[R-SIG-Finance] garchFit NaNs produced

[Arun.stat]

Hi Yihao, not very sure on your situation, but are you sure that your data
have any Garch effect at all? Prima-facie it seems that your data dont have.
Why you want to fit garch model in such case?

Thanks and regards,
_____________________________________________________

Arun Kumar Saha, FRM
QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST
Visit me at: http://in.linkedin.com/in/ArunFRM
_____________________________________________________

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