GARCHSpecType

Description

The GARCHSpecType enumeration is used to determine type of GARCH model.

It is used by the following property:

Available Values

  Value Brief description
0 GARCH. Standard model GARCH/GJR-GARCH.
1 EGARCH. Exponential model GARCH (Exponential GARCH).

See also:

Stat Assembly Enumerations