ResidualsDispersion: Array;
ResidualsDispersion: System.Array;
The ResidualsDispersion property returns residual variance series.
To get the residual variance forecast, use the ISmMarkovSwitchingGARCH.ResidualsDispersionForecast property.
The property use is given in the example for ISmMarkovSwitchingGARCH.ARCHCoefficients.
See also: