UnivariateGARCH Constructor |
| Name | Description | |
|---|---|---|
| UnivariateGARCH |
Creates an instance of class that estimates parameters of univariate GARCH(1, 1) process.
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| UnivariateGARCH(Int32, Int32) |
Creates an instance of class that estimates parameters of univariate GARCH(p, q) process.
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