IGARCHCoefficients

Description

The IGARCHCoefficients interface defines the GARCH model coefficients parameters.

Properties

  Property name Brief description
The Coefficients property returns parameters of model coefficients.
The InitValues property determines initial approximations of model coefficients.

See also:

Stat Assembly Interfaces | ISmGARCH | ISmGARCH.ARMACoefficients | ISmGARCH.RegressionCoefficients