Hi all, I have been using the command:
"GARCH=ugarchfit(ugarchspec(variance.model=list(model="sGARCH", garchOrder = c(1,1)),mean.model=list(armaOrder=c(0,0)), Returns.DAX)"
among other things, calculate the volatility of the DAX and I can also plot it.
But now I want to have an average value calculated for one month. How can I find the volatility values in my data set and export them to Excel, for example, where I can then calculate an average volatility for each month?