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Stat Assembly > Stat Assembly Enumerations > GARCHModelType

GARCHModelType

Description

The GARCHModelType enumeration contains model types for GARCH. Model selection is determined by the equation that describes conditional variance (ISmGARCH).

It is used by the following property:

• ISmGARCH.ModelType.

Available Values

	Value	Brief description
	0	Standart. Standard model.
	1	TypeI. Type I model.
	2	TypeII. Type II model.

See also:

Stat Assembly Enumerations