H_{T+1} … H_{T+h}. R_{T+1} is exact, from z_T and Q_T; further steps use
the approximation of Engle and Sheppard (2001) that rmgarch uses,
R_{T+k} = (1 − (a+b)^{k−1})·R̄ + (a+b)^{k−1}·R_{T+1}, R̄ the normalised Q̄.
Each asset's variance is its own forecastVariance.
H_{T+1} … H_{T+h}. R_{T+1} is exact, from z_T and Q_T; further steps use the approximation of Engle and Sheppard (2001) that rmgarch uses, R_{T+k} = (1 − (a+b)^{k−1})·R̄ + (a+b)^{k−1}·R_{T+1}, R̄ the normalised Q̄. Each asset's variance is its own
forecastVariance.