ISmMarkovSwitchingGARCH.GARCHConst

Syntax

GARCHConst: IMSGARCHParameter;

Description

The GARCHConst property returns estimate of the GARCH constant μ0.

Comments

To get estimate for the μ1 constant, use the ISmMarkovSwitchingGARCH.GARCHConst1 property.

Example

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

See also:

ISmMarkovSwitchingGARCH