[R-SIG-Finance] Variance intercept parameter.

[alexios ghalanos]

Have you considered fixing it to zero?

spec = ugarchspec(fixed.pars=list(omega=0))
or equivalently:
spec = ugarchspec()
setfixed(spec)<-list(omega=0)

All methods for the uGARCHspec class are documented (try 
?'uGARCHspec-class').

Regards,

Alexios

On 07/10/2012 14:48, PedroBSB wrote:
> Greetings,
>
> I am using the rugarch library and I am trying to use the ugarchspec command
> without the  Variance Intercept Parameter (omega).
>
> Does someone known how can I formulate a Garch Specification without the
> Variance Intercept Parameter   ?
>
> Thank you,
>
> Pedro
>
>
>
>
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