FinMath User Guide

UnivariateGARCHTheta Property

The estimated GARCH parameters.

Namespace: FinMath.TimeSeriesModels
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public Vector Theta { get; }

Type: Vector

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UnivariateGARCHAddLanguageSpecificTextSet("LST1C8BAD7A_0?cpp=::|nu=.");Theta Property