```
# NOT RUN {
data(sp500ret)
ctrl = list(RHO = 1,DELTA = 1e-8,MAJIT = 100,MINIT = 650,TOL = 1e-6)
spec = ugarchspec(variance.model = list(model = "eGARCH", garchOrder = c(1,1)),
mean.model = list(armaOrder = c(1,1), include.mean = TRUE),
distribution.model = "std")
egarch.fit = ugarchfit(data = sp500ret[,1,drop=FALSE], spec = spec,
solver = "solnp", solver.control = ctrl)
spec = ugarchspec(variance.model = list(model = "eGARCH", garchOrder = c(1,1)),
mean.model = list(armaOrder = c(1,1), include.mean = TRUE),
distribution.model = "std", fixed.pars = as.list(coef(egarch.fit)))
egarch.filter = ugarchfilter(data = sp500ret[,1,drop=FALSE], spec = spec)
# }
```

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