# $n$-day ahead forecast for asymmetric DCC-GARCH model

I am working on forecasting covariances with the use of MGARCH models. I was wondering if anyone knows how to implement a n-day ahead forecast of the aDCC (asymmetric DCC) model in R. The rmgarch package in R only supports 1-day ahead forecasts

• Did you mean rmgarch package instead of RM package? May 22 '20 at 11:04
• yes, that is right. Sorry for that. I will edit it in the question. May 26 '20 at 19:37