UnivariateGARCHBeta Property
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P-by-1 vector of estimated coefficients, where P is the number of
lags of the conditional variance included in the GARCH process.
Namespace:
FinMath.TimeSeriesModels
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax public Vector Beta { get; }
Property Value
Type:
VectorSee Also