Hello, I am trying to estimate GARCH parameters on a very large panel data
set.  I am using the excellent rugarch package.  I am only interested in
the coefficients so I use the coef function as below:

library(rugarch)

coef(ugarchfit(spec=spec, data=data, solver='hybrid'))

The program blows up from lack of RAM, even using parallel processing, and
also using the data.table package.  Are there any suggestions on how to get
this to work?  All I care about is getting the coefficients.  Thank you.

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