样本外预测Garch模型

Question

我想对不同货币进行抽样检验。我使用rugarch软件包，但不确定我是否了解该软件包的方法。 提前非常感谢

library(xts);library(readxl);library(xtable);library(stargazer)
library(quantmod);library(PerformanceAnalytics);library(rugarch)
library(MASS);library(forecast);library(tseries);library(car)
library(FinTS);library(fGarch)



SPEC.N.GARCH_11 <- ugarchspec(
  variance.model = list(model="sGARCH",garchOrder=c(1,1)),
  mean.model = list(armaOrder=c(0,0)),
  distribution.model = "norm")

startDate=as.Date("2004-01-01");endDate=as.Date("2020-07-31")
Data = getSymbols(
  Symbols='EURCAD=X',warnings=F,src="yahoo",
  from=startDate,to=endDate,auto.assign=F
)

Return = Data[,4]
Return=na.locf(Return,na.rm=F,fromLast = T);sum(is.na(Return))

Model = ugarchfit(spec = SPEC.N.GARCH_11, data = Return)