Stat Assembly > Stat Assembly Interfaces > ISmMarkovSwitchingGARCH > ISmMarkovSwitchingGARCH.GARCHConst1
GARCHConst1: IMSGARCHParameter;
GARCHConst1: Prognoz.Platform.Interop.Stat.IMSGARCHParameter;
The GARCHConst property returns estimate of the GARCH constant μ1.
To get estimate for the μ0 constant, use the ISmMarkovSwitchingGARCH.GARCHConst property.
The property use is given in the example for ISmMarkovSwitchingGARCH.ARCHCoefficients.
See also:
