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UnivariateGARCHAlpha Property

Q-by-1 vector of estimated coefficients, where Q is the number of lags of the squared innovations included in the GARCH process.

Namespace:  FinMath.TimeSeriesModels
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
public Vector Alpha { get; }

Property Value

Type: Vector
See Also