[R] predict.garch problem

From: Shirin Safa <sh.safa_at_gmail.com>
Date: Thu, 10 Jul 2008 16:54:33 -0400


Hi,

I'm trying to run a garch model. and I want to use the predict function to predict ahead the conditional standard deviation. but when I run the predict function I get the same number of return as my data. How should I define the number of days looking ahead in garch predict?

I really appreciate your help.

Thanks,
Shirin



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