IMSL C# Numerical Library

GARCH.Compute Method 

Computes estimates of the parameters of a GARCH(p,q) model.

public void Compute();

Exceptions

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

See Also

GARCH Class | Imsl.Stat Namespace