[R-SIG-Finance] Application of forecasting result in GARCH model

[tung110891]

Hello Everyone, 
Recently, I have been studying GARCH model and some its application in stock
market. I have used Rugarch package and receive final result of GARCH model.
For example:
> spec = ugarchspec()
> data(sp500ret)
> fit = ugarchfit(spec = spec, data = sp500ret, solver.control = list(trace
> = 0))
> forc = ugarchforecast(fit, n.ahead=10)
> forc

*------------------------------------*
* GARCH Model Forecast    *
*------------------------------------*
Model: sGARCH
Horizon: 10
Roll Steps: 0
Out of Sample: 0

0-roll forecast: 
                    sigma    series
2009-02-02 0.02477 0.0016170
2009-02-03 0.02471 0.0014362
2009-02-04 0.02465 0.0012851
2009-02-05 0.02458 0.0011588
2009-02-06 0.02452 0.0010532
2009-02-09 0.02446 0.0009650
2009-02-10 0.02440 0.0008913
2009-02-11 0.02434 0.0008297
2009-02-12 0.02427 0.0007783
2009-02-13 0.02421 0.0007353
But, I do not know method to use these final results. 
Can someone teach me some methods to these results in stock market ? 
Many Thanks, 
Tung

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