My code: spec<-ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1, 1), submodel = "Null", external.regressors = NULL, variance.targeting = FALSE), mean.model = list(armaOrder=c(0,0),include.mean =FALSE, archm = FALSE, archpow = 1, arfima = FALSE, external.regressors = NULL, archex = FALSE), distribution.model = "norm", start.pars = list(), fixed.pars = list()) ugarchfit(spec, X2, out.sample = 0, solver = "solnp", solver.control = list(trace = TRUE, tol=1e-4, delta=1e-8), fit.control = list(stationarity = 1, fixed.se = 0, scale=0))I got this error massage In .makefitmodel(garchmodel = "sGARCH", f = .sgarchLLH, ... :
rugarch-->warning: failed to invert hessian I think rugarch is not converge the result properly. Please let me know how to deal with this problem. Regards, Serdar
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