P00: IMSGARCHParameter;
The P00 property returns estimates of parameters of switching from 0 to 0 state.
To determine parameters of distribution for probability of switching from 0 to 0, use the ISmMarkovSwitchingGARCH.P00Distribution property.
The property value is given in the example for ISmMarkovSwitchingGARCH.MCMCParameters.
See also: