rugarch (version 1.0-3)

uGARCHforecast-class: class: Univariate GARCH Forecast Class

Description

Class for the univariate GARCH forecast.

Objects from the Class

A virtual Class: No objects may be created from it.

Extends

Class GARCHforecast, directly. Class rGARCH, by class GARCHforecast, distance 2.

See Also

Classes uGARCHfit, uGARCHsim and uGARCHspec.

Examples

# Basic GARCH(1,1) Spec
data(dmbp)
spec = ugarchspec()
fit = ugarchfit(data = dmbp[,1], spec = spec)
forc = ugarchforecast(fit, n.ahead=20)
forc
head(as.data.frame(forc))
#plot(forc, which = "all")