Garch model

[Eli Ns]

Dear all, please I need your help. I am working with daily stocks returns in a Garch model. In order to control the lags I create a business calendar. But now, I want to forescast the volatilty for 30 days, however when I put the command tsappend, add(30), a message appers: the time variable may not be missing.

Could you help me?

Thanks a lot.