[R-SIG-Finance] Volatility estimate in rugarch

Anatoly Schmidt @@8098 @end|ng |rom nyu@edu
Sun Nov 30 16:00:47 CET 2025

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I'm wondering what's the adequate volatility estimate from the rugarch
output for a ARMA-GARCH model:
1) std(ARMA-GARCH residuals)
2) GARCH sigma

Thank you! Alec

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