[R-SIG-Finance] rmgarch gogarchFit standardized residuals

[Ed Herranz]

All,

I am using gogarchFit in the rmgarch package.  I am trying to analyze the
standardized residuals of a gogarch model (which I think should be the
returns times the inverse square root conditional variance matrix.)

When I look at the source code for the residuals in rmgarch it seems these
are not standardized.)  Also I don't know how to extract the conditional
variance matrix from gogarchFit to do the calculation myself.  [ I want to
compute the acf() of the squared normalized residuals.]

I would appreciate any help with this.

Many thanks,
-Ed

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