IGARCHCoefficients

Description

The IGARCHCoefficients interface defines the GARCH model coefficients parameters.

Properties

  Property name Brief description
Coefficients

 The Coefficients property returns parameters of model coefficients.
InitValues

 The InitValues property determines initial approximations of model coefficients.

See also:

Stat Assembly Interfaces | ISmGARCH | ISmGARCH.RegressionCoefficients