ISmMarkovSwitchingGARCH.ResidualsDispersionForecast

Syntax

ResidualsDispersionForecast: Array;

Description

The ResidualsDispersionForecast property returns the forecast of the residual variances.

Comments

To get the series of residual variances, use the ISmMarkovSwitchingGARCH.ResidualsDispersion property.

Example

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

See also:

ISmMarkovSwitchingGARCH