IMSGARCHParameter.Dispersion

Syntax

Dispersion: Double;

Description

The Dispersion property returns parameter estimate variance.

Comments

To get parameter estimate variance, use the IMSGARCHParameter.Estimation property.

Example

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

See also:

IMSGARCHParameter