ISmMarkovSwitchingGARCH.ResidualsDispersion

Syntax

ResidualsDispersion: Array;

Description

The ResidualsDispersion property returns residual variance series.

Comments

To get the residual variance forecast, use the ISmMarkovSwitchingGARCH.ResidualsDispersionForecast property.

Example

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

See also:

ISmMarkovSwitchingGARCH