IMSGARCHParameter

Assembly: Stat;

Description

The IMSGARCHParameter interface is used to work with MS-GARCH constants.

Inheritance Hierarchy

          IMSGARCHParameter

Comments

To work with the IMSGARCHParameter interface, use the properties of the ISmMarkovSwitchingGARCH interface.

Properties

  Property name Brief description
Dispersion The Dispersion property returns parameter estimate variance.
Estimation The Estimation property returns a parameter estimate.
InitDispersion The InitDispersion property determines variance for generation.
InitMeanValue The InitMeanValues property determines the mean value for generation.

See also:

Stat Assembly Interfaces