IMSGARCHCoefficients

Assembly: Stat;

Description

The IMSGARCHCoefficients interface is used to work with MS-GARCH coefficients.

Inheritance Hierarchy

          IMSGARCHCoefficients

Comments

To work with the IMSGARCHCoefficients interface, use the ISmMarkovSwitchingGARCH.ARCHCoefficients property.

Properties

  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:

Stat Assembly Interfaces