Dear All,
Please, how can we get different days ahead forecast using rugarch package.
I used the commands below to get the 1.day ahead forecast but change the n.ahead forecast in the code below has no effect as it still report one day ahead forecast. Hope to hear from you all. Thanks papa
spece = ugarchspec(variance.model = list(model = "eGARCH"), distribution.model = "norm")
 rollD = ugarchroll(spece, data = as.numeric(E.rtdm), n.ahead = 1, forecast.length = 500,
+  refit.every = 25, refit.window = "recursive", parallel = TRUE,
+  parallel.control = list(pkg = "snowfall", cores = 10), solver = "solnp",
+  solver.control = list(tol = 1e-05, delta = 1e-06, trace = 0),
+  calculate.VaR = TRUE, VaR.alpha = c(0.01, 0.05))


 report(rollD, type="fpm")

GARCH Roll Mean Forecast Performance Measures
---------------------------------------------
Model : eGARCH
no.refits : 20
n.ahead   : 1
n.rolls   : 500

    n.ahead.1

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