ISmGARCH.GARCHCoefficients

Syntax

GARCHCoefficients: ICoefficients;

Description

The GARCHCoefficients property returns estimates of coefficients in autoregression conditional heteroscedasticity and generalized autoregression conditional heteroscedasticity.

Comments

Coefficient estimates are available after method calculation. Coefficients are given in the following order: constant of generalized autoregressive conditional heteroscedasticity, array of coefficients of autoregressive conditional heteroscedasticity, array of coefficients of generalized autoregressive conditional heteroscedasticity.

Example

The property use is given in the example for ISmGARCH.ARMA.