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After fit the GARCH model, I want to plot the volatility forecast sigma series. I use ugarchforecast as follow:

fit = ugarchfit(spec, return)`

fore <- ugarchforecast(fit, n.ahead=1, n.roll = 2517, out.sample = 2517)
sigma <- fore@forecast$sigmaFor

But there always an error:

Error in .sgarchforecast(fitORspec = fitORspec, data = data, n.ahead = n.ahead,  : 

ugarchforecast-->error: n.roll must not be greater than out.sample!

what's wrong with it?

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