Hi R users
I have some problems getting the t+1 variance using rugarch package
the simplest model is:

spec1 <-
ugarchspec(variance.model=list(model="sGARCH",garchOrder=c(1,1),submodel=NULL),
mean.model=list(armaOrder=c(0,0)), distribution.model="norm")
fit1 <- ugarchfit(data=share1,spec=spec1)
sgarch.pred2 = ugarchforecast(fit1, n.ahead = 1)

 the forecast gives me the error:

*Errore in format.default(*

*Dates[n], "%m/%d/%y") :
  argomento 'trim' non valido*



The file share1 have just the daily log return of a share.

How can i fix it?

Regards

Jo

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