?ugarchroll

Change the n.ahead parameter in the function.  You can specify whether
there is a mean model or not with ugarchspec.  Follow the the example
provided in the ugarchroll example, and then explore the resultant object
(called sp500.bktest).


On Tue, Jan 31, 2012 at 7:36 AM, Papa Senyo <papa.senyo@yahoo.it> wrote:

> Dear All,
> Please, using the Rugarch package, I would like to have information on how
> one could carry out, 1-day ahead, 5-day ahead, 10 day ahead with rolling
> windows. Also I would like to know if the forecast is for the mean or
> variance since I am interested in forecasting volatility. If my best my
> consist of insignificant estimate for instance only \beta is insignificant
> a GARCH type model , is that okay.
> Hope to hearing from you all.
> Kind regards
> Papa
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