GARCH Members

GARCH Constructor Constructor for GARCH.

Akaike	Returns the value of Akaike Information Criterion evaluated at the estimated parameter array. Note that the `Compute` method must be invoked first before invoking this method. Otherwise, the return value is `0`.
LogLikelihood	Returns the value of Log-likelihood function evaluated at the estimated parameter array. Note that the `Compute` method must be invoked first before invoking this method. Otherwise, the return value is `0`.
MaxSigma	The value of the upperbound on the first element (sigma) of the array of returned estimated coefficients.
Sigma	Returns the estimated value of sigma squared. Note that the `Compute` method must be invoked first before invoking this method. Otherwise, the return value is `NaN`.

Compute	Computes estimates of the parameters of a GARCH(p,q) model.
Equals (inherited from Object)	Determines whether the specified Object is equal to the current Object.
GetAR	Returns the estimated values of autoregressive (AR) parameters. Note that the `Compute` method must be invoked first before invoking this method. Otherwise, the method throws a `NullReferenceException` exception.
GetHashCode (inherited from Object)	Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.
GetMA	Returns the estimated values of moving average (MA) parameters. Note that the `Compute` method must be invoked first before invoking this method. Otherwise, the method throws a `NullReferenceException` exception.
GetType (inherited from Object)	Gets the Type of the current instance.
GetVarCovarMatrix	Returns the variance-covariance matrix. Note that the `Compute` method must be invoked first before invoking this method. Otherwise, the method throws a `NullReferenceException` exception.
GetX	Returns the estimated parameter array, `x`. Note that the `Compute` method must be invoked first before invoking this method. Otherwise, the method throws a `NullReferenceException` exception.
ToString (inherited from Object)	Returns a String that represents the current Object.

Finalize (inherited from Object)	Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
MemberwiseClone (inherited from Object)	Creates a shallow copy of the current Object.