Rolling window GARCH volatility forecasting

After finding some success (or at least appears success) with estimating a one day GARCH rolling window volatility forecast, I have been unable to replicate the same results over longer forecast horizons. I think the problem is due to the 10 and 60 day forecasts generating forecasts up to and including the 10 and 60 day, and so MATLAB, or at least I, cannot obtain rolling forecasts in the same way I can with the one day forecasts.

The issue arises at line 25 where I receive the error message "Unable to perform assignment because the left and right sides have a different number of elements."

Does anyone know how I can fix this to obtain continous 10 and 60 day forecasts throughout?

% Import Returns data
Returns = CurrencyDataV2.Returns(1:2579);

% GARCH(1,1) Two year estimation window (504)
Model = garch(1,1); 
for k=1:3 
    j=504; 
    T= length(Returns);
    %rolling window moves along one each time
   for tt=j+1:T
        % Estimate GARCH models with a 504 observation window in a loop 
        EstModel = estimate(Model, Returns(tt-504:tt-1)); 
        % Simulate 10000 paths to get the innovations
        rng default; 
        [v,y]=simulate(EstModel,10000);
        % Forecast the variance for each horizon
        if k ==1 
              Volaoneday(tt-504:tt-1)=forecast(EstModel,1, y); 
              elseif k==2
              Volatenday(tt-504:tt-1)=forecast(EstModel,10, y); 
        else
              Volasixtyday(tt-504:tt-1)=forecast(EstModel,60, y);
        end
      j = j+1;
        
   end
end
   

[Mads]

did you solve the problem back then? :)