ISmMarkovSwitchingGARCH.GARCHCoefficients

Syntax

GARCHCoefficients: IMSGARCHCoefficients;

Description

The GARCHCoefficients property returns estimates of coefficients of autoregression of conditional heteroscedasticity (ARCH) of the model and their characteristics.

Comments

The number of coefficients must correspond to the GARCHOrder parameter.

Example

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