IMSGARCHParameter

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The IMSGARCHParameter interface is used to work with MS-GARCH constants.

Inheritance Hierarchy

          IMSGARCHParameter

Comments

To work with the IMSGARCHParameter interface, use the properties of the ISmMarkovSwitchingGARCH interface.

Properties

	Property name	Brief description
	Dispersion	The Dispersion property returns parameter estimate variance.
	Estimation	The Estimation property returns a parameter estimate.
	InitDispersion	The InitDispersion property determines variance for generation.
	InitMeanValue	The InitMeanValues property determines the mean value for generation.

See also:

Stat Assembly Interfaces