GARCHConst: IMSGARCHParameter;
The GARCHConst property returns estimate of the GARCH constant μ0.
To get estimate for the μ1 constant, use the ISmMarkovSwitchingGARCH.GARCHConst1 property.
The property use is given in the example for ISmMarkovSwitchingGARCH.ARCHCoefficients.
See also: