```
# NOT RUN {
data(dji30ret)
ctrl = list(rho = 1, delta = 1e-8, outer.iter = 100, inner.iter = 650,
tol = 1e-6)
spec = ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1,1)),
mean.model = list(armaOrder = c(1,1), include.mean = TRUE),
distribution.model = "std")
sgarch.fit = ugarchfit(data = dji30ret[,"AA",drop=FALSE], spec = spec,
solver = "solnp", solver.control = ctrl)
spec = ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1,1)),
mean.model = list(armaOrder = c(1,1), include.mean = TRUE),
distribution.model = "std", fixed.pars = as.list(coef(sgarch.fit)))
sgarch.filter = ugarchfilter(data = dji30ret[,"AA",drop=FALSE], spec = spec)
c(likelihood(sgarch.filter), likelihood(sgarch.fit))
c(uncmean(sgarch.filter), uncmean(sgarch.fit))
c(uncvariance(sgarch.filter), uncvariance(sgarch.fit))
# }
```

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