I have a Garch model for which I want to get a confidence interval.
I have tried the following using the function predict, as I've been told to use that specific R function, but so far I only get two columns full of prediction data, there's no confidence interval which I understant it's supposed to be.
My code is as follows (here dades is where the data is contained):
mod2<-garch(dades, order=c(0,1), include.mean=F)
predict(mod2,interval="confidence")
Predict then behave as I've explained, it returns:
[1,] NA NA
[2,] 0.2169800 -0.2169800
[3,] 0.2906891 -0.2906891
[4,] 0.2623098 -0.2623098
[5,] 0.1813793 -0.1813793
[6,] 0.1681774 -0.1681774
[7,] 0.4067880 -0.4067880
[8,] ...
And for what I understand, it should return something like
fit lwr upr
1 n1 n2 n3
EDIT: My dades is in this file https://drive.google.com/open?id=1-CzRGmTYN0ExR_y3r-bWPLwPQFqFK3RP
I have read is as follows (I have dst.txt in local folder):
dades<-read.table("dst.txt", hearder=T)