ugarchroll object does not converge even when using a hybrid solver. what can i do?

Question

I am trying to do VaR backtesting using ugarchroll (rugarch). When setting the solver to "hybrid", the model still does not converge. Is there anything I could do?

This is my code:

arima_fit<- auto.arima(as.numeric(**data**),stationary=TRUE,ic = "bic", trace =TRUE)
p <- arima_fit$arma[1]
q <- arima_fit$arma[2]
garchspec = ugarchspec(mean.model = list(armaOrder = c(p,q)),
                      variance.model = list(model = "sGARCH"),
                      distribution.model = "sstd")
garchfit = ugarchfit(data = **data**, spec = garchspec) 
garchroll = ugarchroll(spec = garchspec , data = **data**, n.start = nstart, refit.every = 1,
                      refit.window = "recursive", calculate.VaR=TRUE, VaR.alpha = alpha, solver =  "hybrid")

This is my data:

structure(list(somedata = c(0.034, 0.002, 0.036, 0.024, 0.004, 
0.034, 0.012, 0.035, 0.003, 0.019, 0.028, 0.044, 0.011, 0.011, 
0.005, 0.008, 0.041, 0.017, -0.002, 0.022, -0.008, 0.034, 0.033, 
0.004, 0.019, 0.009, 0.04, 0.029, 0.01, 0.032, 0.039, 0.024, 
0.018, 0.011, 0.017, -0.004, 0.04, 0.013, 0.022, 0.022, -0.002, 
0.039, 0.024, 0.007, 0.019, 0.015, 0.05, 0.016, 0.015, 0.006, 
0.003, 0.033, 0.028, 0.021, 0.009, 0.03, 0.033, 0.007, 0.01, 
0.03, -0.001, 0.03, 0.008, 0.034, 0.014, 0.016, 0.048, 0.012, 
0.005, 0.001, 0.034, 0.033, 0.023, 0.012, 0.019, 0.012, 0.036, 
0.021, 0.006, 0.007, 0.02, 0.046, 0.019, 0.008, 0.002, 0.028, 
0.03, 0.004, 0.007, 0.011, 0.03, 0.025, 0.028, 0.013, 0.046, 
0.008, -0.006, 0.044, 0.019, -0.001, 0.017, 0.033, 0.046, 0.018, 
0.012, 0.002, 0.025, 0.041, 0.014, 0.011, 0.03, 0.013, 0.067, 
0.01, 0.015, 0.012, 0.005, 0.035, 0.033, 0.044, 0, 0.031, 0.035, 
0.018, 0.019, 0.018, 0.004, 0.026, 0.036, 0.032, 0.02, 0.014, 
0.065, 0.008, 0.023, 0.021, 0.025, 0.008, 0.032, 0.005, 0.064, 
0.024, 0.025, 0.018, 0.023, 0.02, 0.032, 0.039, 0.03, 0.02, 0.003, 
0.052, 0.009, 0.009, 0.003, 0.017, 0.034, 0.015, 0.018, 0.018, 
0.023, 0.066, 0.014, -0.007, -0.004, 0.022, 0.022, 0.016, 0.022, 
0.007, 0.027, 0.022, 0.031, 0.002, 0.032, 0.023, -0.023, 0.006, 
0.034, 0.013, 0.005, 0.029, 0.012, -0.024, 0.032, 0.016, 0.028, 
0.015, 0.027, -0.001, 0.008, 0.037, 0.018, 0.02, 0.014, 0.015, 
0.045, 0.013, 0.019, 0.01, 0.021, 0.034, 0.015, 0.004, 0.01, 
0.007, 0.03, 0.022, 0.015, 0.026, 0.014, 0.038, 0.019, 0.016, 
0.018, 0.035, 0.015)), class = "data.frame", row.names = c("2023-06-01", 
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