The IGARCHCoefficients interface defines the GARCH model coefficients parameters.
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