
Hi, Arunthanks for your reply. I checked my dataset and figured seems there was problem in my dataset. Thank you.
Best,
Yihao





> Date: Tue, 24 May 2011 12:07:43 -0700
> From: arun.kumar.saha@gmail.com
> To: r-sig-finance@r-project.org
> Subject: Re: [R-SIG-Finance] garchFit NaNs produced
> 
> Hi Yihao, not very sure on your situation, but are you sure that your data
> have any Garch effect at all? Prima-facie it seems that your data dont have.
> Why you want to fit garch model in such case?
> 
> Thanks and regards,
> _____________________________________________________
> 
> Arun Kumar Saha, FRM
> QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST
> Visit me at: http://in.linkedin.com/in/ArunFRM
> _____________________________________________________
> 
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