ISmMarkovSwitchingGARCH.RegressionCoefficients

Syntax

RegressionCoefficients: IMSGARCHCoefficients;

Description

The RegressionCoefficients property returns estimates of model coefficients and their characteristics.

Comments

To get estimate of coefficients of autoregression of conditional heteroscedasticity (ARCH) and generalized autoregression of conditional heteroscedasticity (GARCH), use the ISmMarkovSwitchingGARCH.ARCHCoefficients and ISmMarkovSwitchingGARCH.GARCHCoefficients properties.

Example

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

See also:

ISmMarkovSwitchingGARCH