GARCHOptimizationMethod

Description

The GARCHOptimizationMethod enumeration is used to determine optimization method.

It is used by the following property:

• ISmGARCH.OptimizationMethod.

Available Values

	Value	Brief description
	0	BHHH. The Berndt–Hall–Hall–Hausman algorithm).
	1	BFGS. The Broyden-Fletcher-Goldfarb-Shanno algorithm).

See also:

Stat Assembly Enumerations