GARCH Forecast with different Confidence intervalls
Posted: Tue Jun 27, 2017 3:23 pm
Edit: Problem solved. I barked up the wrong tree. Sorry Guys 
Not really sure that your question lines up with the code.
The code you have is performing a rolling garch regression (although no variables are specified, so it is actually doing nothing) and then a rolling forecast.
Your question mentions nothing about rolling.
You mention confidence intervals, but don't mention what they are confidence intervals of.
You mention sample sizes, but don't mention what the samples are for?