Dear list members,<br><br>do you have any idea about this error message using garchTFit method?<br><br>Model: GARCH(1,1) [Bollerslev] (Student&#39;s t)<br>Sample size: 661 observations, VCV method: Robust<br><br>   *************************************************<br>
   *           ESTIMATION FAILED (Sorry!)   *<br>   *           Error code =   33                       *<br>   *************************************************<br><br>Is there any documentation for the package gig.gfn?<br>
<br>Best regards,<br>Matteo Chinazzi<br><i>PhD student @ Sant&#39;Anna School of Advanced Studies - Pisa (Italy)</i><br>