The `ugarchroll`

function is instrumental for rolling volatility prediction and avoiding look-ahead bias by conditioning the estimation to using only the returns available at the past time of estimation.

The `ugarchroll`

gives the user flexibility in implementing the rolling estimation through the arguments `n.start`

, `refit.window`

and `refit.every`

.

```
garchroll <- ugarchroll(tgarchspec, data = EURUSDret,
n.start = ___, refit.window = ___, refit.every = ___)
```

Which values should these arguments have in case the estimation sample consists of the 2000 most recent observations and the modeler only wants to re-estimate the model every 500 observations?

50 XP

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