P11: IMSGARCHParameter;
The P11 property returns estimates of parameters of switching from 1 to 1 state.
Definition parameters for transition probability from the 1 to 1 state can be determined by means of the ISmMarkovSwitchingGARCH.P11Distribution property.
The property use is given in the example for ISmMarkovSwitchingGARCH.MCMCParameters.
See also: