garch11_roll <- ugarchroll(garch11_spec,returns,n.start = 600,
                           refit.every = 1,refit.window = "moving",
                           calculate.VaR = TRUE,solver = "hybrid",
                           VaR.alpha = 0.05)Warning messages:
1: In arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean = modelinc[1],  :
  possible convergence problem: optim gave code = 1
2: In arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean = modelinc[1],  :
  possible convergence problem: optim gave code = 1
3: In arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean = modelinc[1],  :
  possible convergence problem: optim gave code = 1
4: In arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean = modelinc[1],  :
  possible convergence problem: optim gave code = 1
5: In arima(data, order = c(modelinc[2], 0, modelinc[3]), include.mean = modelinc[1],  :
  possible convergence problem: optim gave code = 1