ISmMarkovSwitchingGARCH.GARCHConst1

Syntax

GARCHConst1: IMSGARCHParameter;

Description

The GARCHConst property returns estimate of the GARCH constant μ1.

Comments

To get estimate for the μ0 constant, use the ISmMarkovSwitchingGARCH.GARCHConst property.

Example

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

See also:

ISmMarkovSwitchingGARCH

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