forecast using rugarch in r

After fit the GARCH model, I want to plot the volatility forecast sigma series. I use ugarchforecast as follow: fit = ugarchfit(spec, return)`

fore <- ugarchforecast(fit, n.ahead=1, n.roll = 2517, out.sample = 2517) sigma <- fore@forecast$sigmaFor But there always an error: Error in .sgarchforecast(fitORspec = fitORspec, data = data, n.ahead = n.ahead, :

ugarchforecast-->error: n.roll must not be greater than out.sample! what's wrong with it?