Hello,

I have a univariate data set, and the unconditional variance is, say, 1.   I
would
like to fit a GARCH(1,1) model to the data set with a constraint: \omega
(the constant parameter in GARCH(1,1)) is equal to 1-\alpha-\beta.  So the
unconditional variance can be constrained to be \omega / (1-\alpha-\beta) =
1.

I was using garchFit (fGARCH package) but did not find the way to control.
Any help/suggestion?

Thanks a lot!!

Best,
Ted

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