Computes estimates of the parameters of a GARCH(p,q) model.
Exception Type | Condition |
---|---|
ConstrInconsistentException | is thrown if the equality constraints are inconsistent |
EqConstrInconsistentException | is thrown if the equality constraints and the bounds on the variables are found to be inconsistent |
NoVectorXException | is thrown if no vector X satisfies all of the constraints |
TooManyFunctionEvaluationsException | is thrown if the number of function evaluations exceeded 1000 |
VarsDeterminedException | is thrown if the variables are determined by the equality constraints |
GARCH Class | Imsl.Stat Namespace