Class for the univariate GARCH rolling forecast.

`forecast`

:Object of class

`"vector"`

`model`

:Object of class

`"vector"`

- as.data.frame
`signature(x = "uGARCHroll")`

: Extracts various values from object (see note).- plot
`signature(x = "uGARCHroll", y = "missing")`

: Roll result backtest plots (see note).- report
`signature(object = "uGARCHroll")`

: Roll backtest reports (see note).- resume
`signature(object = "uGARCHroll")`

: Resumes a rolling backtest which has non-converged windows using alternative solver and control parameters.- fpm
`signature(object = "uGARCHroll")`

: Forecast performance measures.- coef
`signature(object = "uGARCHroll")`

: Extracts the list of coefficients for each estimated window in the rolling backtest.- quantile
`signature(x = "uGARCHroll")`

: Calculates and returns, given a vector of probabilities (additional argument “probs”), the conditional quantiles of the rolling object as an xts matrix.- pit
`signature(object = "uGARCHroll")`

: Calculates and returns the conditional probability integral transform given the realized data and forecast density.- convergence
`signature(object = "uGARCHroll")`

: Returns the convergence code for the estimation windows, with 0 indicating that all have converged and 1 that there were non-converged windows. In the latter case the ‘nonconverged’ attribute is also printed of those windows which failed to converge.- show
`signature(object = "uGARCHroll")`

: Summary.