[R-SIG-Finance] How to add new data to be predicted with fGarch?

Be Water bwater at outlook.com
Wed Nov 2 09:21:25 CET 2016


Well, I just want to predict mean and variance for the next period  based on the fitted model parameters.
Could be I don't understand how GARCH models work.
Thanks
 		 	   		  


More information about the R-SIG-Finance mailing list