GARCHSpecType

Description

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

It is used by the following property:

• ISmGARCH.GARCHSpec.

Available Values

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

See also:

Stat Assembly Enumerations

Copy page URL

Back to top

To report a found bug, please, select the text with the bug and click Report a Bug or CTRL+ENTER.

Help system 10.4 of 09/07/2024, © FORESIGHT