Coefficients: ICoefficients;
The Coefficients property returns estimates of MS-GARCH coefficients and their characteristics.
To determine mean and covariance matrix for generation, use the IMSGARCHCoefficients.InitMeanValues and IMSGARCHCoefficients.InitCovarianceMatrix properties.
The property use is given in the example for ISmMarkovSwitchingGARCH.MCMCParameters.
See also: