[R-SIG-Finance] rugarch | Question about starting value for opimization

[Sunyoung JI]

Dear R-SIG-Finance team

Hello!
I read the following from DataCamp

"The estimation of a GARCH model requires to optimize the likelihood. This
optimization may fail in case of bad starting values. Fortunately, Alexios
Ghalanos, the author of the R package rugarch, did a great job in setting
the optimization defaults such that the optimization is accurate in most of
the cases.".

So I am curious about what is the optimization defaults (or starting
values).
Especially when I use `ugarchroll()` for 1-ahead forecasting by repeating
fitting in ARMA-GARCH model.

Thank you!

Best regard,
Sunyoung Ji

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