i am dealing with brent crude oil price data and i am trying to forecast prices via ARMA/GARCH. I first convert prices into returns (return=diff(ln(P(t)-lnP(t-1))*100) and i obtained a stationnary time series. I applied all tests and using rugarch package i finally obtained the list of forecasted conditional means and variances using "forecast" ( from T+2 means remain constant). My question is: is it the last thing i can obtain? or i can forecast and plot prices also?