# How to estimate lambda from NAGARCH submodel in R

I am trying to estimate the model="fGARCH", submodel="NAGARCH" from the rugarch package in R.

However, when I am estimating the parameters, only omega, alpha, beta and gamma are returned. Is it possible to estimate the equity risk premium, lambda, as well?

I need this for the Q measure where gamma*=lambda+gamma.

Best regards

August