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