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