<div xmlns="http://www.w3.org/1999/xhtml">Hey Alexios and fellow R users,</div><div xmlns="http://www.w3.org/1999/xhtml"> </div><div xmlns="http://www.w3.org/1999/xhtml">I tried plotting the ugarchroll result when using intraday data and it didnt plot anything. However, if we substitute as.Date with as.POSIXct, everything works like charm:</div><div xmlns="http://www.w3.org/1999/xhtml"> </div><div xmlns="http://www.w3.org/1999/xhtml"><div>in rugarch-plots.r file:</div><div> </div><div># rolling sigma forecast comparison plot</div><div>plot_sigma = function(x, VaR.alpha = 0.01, density.support = c(-0.15, 0.15), ...) {</div></div><div xmlns="http://www.w3.org/1999/xhtml">    density = x@forecast$density</div><div xmlns="http://www.w3.org/1999/xhtml">    plot(<strong>as.POSIXct</strong>(rownames(density)), abs(density[, 6]), type = "l", col = "grey",</div><div xmlns="http://www.w3.org/1999/xhtml">       main = paste("Sigma Forecast vs |Series|", sep = ""),</div><div xmlns="http://www.w3.org/1999/xhtml">       ylab = "", xlab = "", cex.main = 0.7, cex.axis = 0.8, cex.lab = 0.9)</div><div xmlns="http://www.w3.org/1999/xhtml">    lines(<strong>as.POSIXct</strong>(rownames(density)), abs(density[, 2]), col = "steelblue", lwd = 1.5)</div><div xmlns="http://www.w3.org/1999/xhtml">    grid()</div><div xmlns="http://www.w3.org/1999/xhtml">    invisible(x)</div><div xmlns="http://www.w3.org/1999/xhtml">}</div><div xmlns="http://www.w3.org/1999/xhtml"> </div><div xmlns="http://www.w3.org/1999/xhtml"># rolling series forecast comparison plot</div><div xmlns="http://www.w3.org/1999/xhtml">plot_mu = function(x, VaR.alpha = 0.01, density.support = c(-0.15, 0.15), ...) {</div><div xmlns="http://www.w3.org/1999/xhtml">    density = x@forecast$density</div><div xmlns="http://www.w3.org/1999/xhtml">    plot(<strong>as.POSIXct</strong>(rownames(density)), density[, 6], type = "l", col = "grey",</div><div xmlns="http://www.w3.org/1999/xhtml">       main = paste("Series Forecast vs Realized", sep = ""),</div><div xmlns="http://www.w3.org/1999/xhtml">       ylab = "", xlab = "", cex.main = 0.7, cex.axis = 0.8, cex.lab = 0.9)</div><div xmlns="http://www.w3.org/1999/xhtml">    lines(<strong>as.POSIXct</strong>(rownames(density)), (density[, 1]), col = "tomato1", lwd = 1.5)</div><div xmlns="http://www.w3.org/1999/xhtml">    grid()</div><div xmlns="http://www.w3.org/1999/xhtml">    invisible(x)</div><div xmlns="http://www.w3.org/1999/xhtml">}</div><div xmlns="http://www.w3.org/1999/xhtml"> </div><div xmlns="http://www.w3.org/1999/xhtml">best</div><div xmlns="http://www.w3.org/1999/xhtml">Vladimir</div>