Not able to output the forecasted price returns from the "predict" method

[jcgtanaka]

Hello guys!

Greetings from Lima, Peru, South America

I've run the predict method as:
#############################
``

Load required libraries

library(quantmod)
library(MSGARCH)
library(zoo)
library(ggplot2)
library(tidyr)
library(comprehenr)

Import data from Yahoo Finance

getSymbols('MSFT', src = 'yahoo', from = "1990-01-01", to = "2023-08-26")

Calculate daily log returns

returns <- diff(log(Ad(MSFT)))[-1]
colnames(returns) <- "returns"

spec <- CreateSpec(
variance.spec = list(model = c("sGARCH", "sGARCH", "sGARCH")),
distribution.spec = list(distribution = c("std", "std", "std")),
switch.spec = list(do.mix = FALSE)
)

fit <- FitML(spec, data = as.numeric(returns))

pred <- predict(object = fit, nahead = 1L, do.return.draw = TRUE)
``
########################

Even though I set do.return.draw to TRUE, I'm not able to have the predicted draws.

Could you please fix that?

Thanks and Regards,

José Carlos