egarch

library(rugarch)
Mut=read.csv("ACTUARIAL.CSV");Mut
mydata=Mut$INFLATION;mydata

M1=ugarchspec(variance.model = list(model="gjrGARCH",garchOrder=c(1,1)),mean.model = list(armaOrder=c(0,0),inlude.mean=F),distribution.model="ged");M1
M2=ugarchfit(mydata,spec=M1);M2
M3=ugarchforecast(M2);M3
plot(M3,which=4)

R Markdown

This is an R Markdown document. Markdown is a simple formatting syntax for authoring HTML, PDF, and MS Word documents. For more details on using R Markdown see http://rmarkdown.rstudio.com.

When you click the Knit button a document will be generated that includes both content as well as the output of any embedded R code chunks within the document. You can embed an R code chunk like this:

summary(cars)

##      speed           dist       
##  Min.   : 4.0   Min.   :  2.00  
##  1st Qu.:12.0   1st Qu.: 26.00  
##  Median :15.0   Median : 36.00  
##  Mean   :15.4   Mean   : 42.98  
##  3rd Qu.:19.0   3rd Qu.: 56.00  
##  Max.   :25.0   Max.   :120.00

Including Plots

You can also embed plots, for example:

Note that the echo = FALSE parameter was added to the code chunk to prevent printing of the R code that generated the plot.