[R-SIG-Finance] prediction intervals in rugarch package

Anthony R. Zosa @zo@@ @end|ng |rom @teneo@edu
Sun Jun 25 11:12:42 CEST 2023


Hi everyone,

Is there a way to get a prediction interval for the series forecast in
rugarch?

Respectfully,

Anthony R. Zosa
Ateneo de Manila University


Anthony Roa Zosa
*INSTRUCTOR *

*DEPARTMENT OF MATHEMATICS*
SCHOOL OF SCIENCE AND ENGINEERING
Room 321, 3rd Floor, Science Education Complex Building A (SEC A)
Ateneo de Manila University Loyola Heights Campus
+63(2)8426-6001 local 5683
azosa using ateneo.edu

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