GARCHOrder: Integer;
The GARCHOrder property determines the order of generalized autoregression of conditional heteroscedasticity (GARCH).
The default value is 1.
To calculate the method correctly, at least one of the following orders, ARCHOrder and GARCHOrder, must be non-zero.
The property use is given in the example for ISmMarkovSwitchingGARCH.ARCHCoefficients.
See also: