please HELP: TGARCH

Machine Learning and Modeling
1

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)

Return_tGARCH_fit

I would really appreciate any help or advice in this matter .
Thank you

For discussions related to modeling, machine learning and deep learning. Related packages include caret, modelr, yardstick, rsample, parsnip, tensorflow, keras, cloudml, and tfestimators.

2

This topic was automatically closed 21 days after the last reply. New replies are no longer allowed.

If you have a query related to it or one of the replies, start a new topic and refer back with a link.