IMSGARCHCoefficients.Coefficients

Syntax

Coefficients: ICoefficients;

Description

The Coefficients property returns estimates of MS-GARCH coefficients and their characteristics.

Comments

To determine mean and covariance matrix for generation, use the IMSGARCHCoefficients.InitMeanValues and IMSGARCHCoefficients.InitCovarianceMatrix properties.

Example

The property use is given in the example for ISmMarkovSwitchingGARCH.MCMCParameters.

See also:

IMSGARCHCoefficients