Evaluation volatility with Garch model

I want to forecast the volatility (with Garch) of a canadian stock in 5 months with daily returns. How many data do I have to collect ?

Thanks.

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There was a post in QF a while ago suggesting at least 5000 data points (in the time series) for a GARCH model –  LEP Dec 8 '13 at 23:33
5000 days is about 20 trading years. There is no way your choice of distribution will be meaningful a garch forecast. To add insult to injury, your forecast, tends to the unconditional variance very quickly $(\alpha +\beta)^n$ where $n$ is the number of days ahead. So if you are forecasting 105 days ahead, even if $\alpha + \beta$ quite high,$(\alpha +\beta)^{105}$ will be close to zero.