Dear ALL,

I'm using ugarchforecast() to make predictions of a Garch1.1 model.
I'm just interesting in 1 day ahead prediction so I have run this lines:

*spec=ugarchspec(variance.model = list(model = "sGARCH", garchOrder =
c(1,1)),mean.model = list(armaOrder = c(0,0), include.mean =
F),distribution.model = "norm")*
*model=ugarchfit(spec,sample,solver = "solnp")*
*forecast=ugarchforecast(model, data = sample, n.ahead = 1, n.roll =
0,out.sample =0)*

The code works properly and when I ask to see forecast results, I obtain
the following:

**------------------------------------*
**       GARCH Model Forecast         *
**------------------------------------*
*Model: sGARCH*
*Horizon: 1*
*Roll Steps: 0*
*Out of Sample: 0*
*
*
*0-roll forecast: *
*       sigma series*
*6436 0.01436      0*


My question is: How can I get the sigma value= 0.01436 ??

I've tried to accessing to " forecast@forecast$forecasts " but I obtained
the following:

forecast@forecast$forecasts
[[1]]
             sigma        series
6436  0.01435821      0

The output are this 3 figures but I just want the sigma and I'm not able to
choose it.

I've also tried "forecast@forecast$forecasts[1] "  without success.

I guess I'm pretty close to get It but I can't.

Any idea would be greatful.

Thanks in advanced and have a good weekend All of You.

Jaimie
*
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