Assembly: Stat;
The IMSGARCHCoefficients interface is used to work with MS-GARCH coefficients.
IMSGARCHCoefficients
To work with the IMSGARCHCoefficients interface, use the ISmMarkovSwitchingGARCH.ARCHCoefficients property.
Property name | Brief description | |
Coefficients | The Coefficients property returns estimates of MS-GARCH coefficients and their characteristics. | |
InitCovarianceMatrix | The InitCovarianceMatrix property determines covariance matrix for generation. | |
InitMeanValues | The InitMeanValues property determines the mean value for generation. |
See also: