Hi,

I noticed that garchFit provides the fitted mean (i.e., a long repeat of one
single value), but it seems there is no fitted values for the variance part.
Are they not calculated at all? If so, how could I get the fitted values of
the variance? Do I have to manually type the coefficients and write an
equation in order to get the fitted values?

Thanks,

-- 
Tom

	[[alternative HTML version deleted]]

