Hello R community,
I am using GARCH models and I had an issue when I used tGARCH code . I got NULL result when I use ugarchfit(). it works just fine with other garch models . I only has this issue with tGARCH.
here is my code:
Return_tGARCH= ugarchspec(variance.model = list(model="tGARCH", garchOrder=c(1,1)), mean.model= list(armaOrder=c(1,1)), distribution.model = "sstd")
Return_tGARCH_fit= ugarchfit(Return_tGARCH, data= Return)
I would really appreciate any help or advice in this matter .
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