title: volatility forecasting using GARCH
body: <p>I have the log returns of closing prices and am trying to use GARCH(1,1) model to forecast volatility of these log returns. So, far I have the following code, but I get incorrect values for my forecast.</p>
  
  <pre><code>library(quantmod) 
  library(tseries) 
  library(fGarch)
  
  r = Data[indexStart:indexEnd] # Log Returns
  fgarch.fitted = fGarch::garchFit(~ garch(1,1), data = as.zoo(na.omit(r)),trace = FALSE) 
  predict(fgarch.fitted, n.ahead = 1,doplot=F)[3]
  </code></pre>