[R-SIG-Finance] apARCH forecast using rugarch

[Jesper Hybel Pedersen]

I would like to know how to calculate sigma(T+2) >>manually<< to make sure I 
understand how rugarch works. I have estimated apARCH(1,1)-model
and made a forecast:

forc = ugarchforecast(fit, n.ahead=10)
forc at forecast$forecast
[[1]]
        sigma     series
351 0.6670788 0.09166948
352 0.6799293 0.09166948
353 0.6900579 0.09166948
354 0.6981005 0.09166948

By >>manually<< I mean something like in the case of sigma(T+1=351) where I 
can do:

sigma_t_1=(omega+alpha*(abs(e_t)-gamma*e_t)^delta+beta*sigma_t^delta)^(1/delta) 
[using estimates]

I was wondering whether it was possible utilizing the estimated persistence:

hat(P) = fit at fit$persistence



Any guidance is appreciated

Best regards Jesper