Dear list members, do you have any idea about this error message using garchTFit method? Model: GARCH(1,1) [Bollerslev] (Student's t) Sample size: 661 observations, VCV method: Robust ************************************************* * ESTIMATION FAILED (Sorry!) * * Error code = 33 * ************************************************* Is there any documentation for the package gig.gfn? Best regards, Matteo Chinazzi *PhD student @ Sant'Anna School of Advanced Studies - Pisa (Italy)*