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I am sure this must not be difficult but for the life of me, I can't find a function in R to do this. All help appreciated.

ingrid
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    `https://stats.stackexchange.com/questions/117142/computing-conditional-variance` may helps – Iman Oct 12 '19 at 12:53
  • This too might help [Conditional Variance In Each Regime](https://www.rdocumentation.org/packages/MSGARCH/versions/0.17.7/topics/ht). – deepseefan Oct 12 '19 at 12:58
  • Thanks for responding - the conditional variance for each regime thing I didn't understand and the first one, I didn't really either. There must be a simple package function to do this surely? I have a question in an assignment and I am short of time and stumped. sigh ... – ingrid Oct 12 '19 at 13:07

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