GARCH.MaxSigma Property

GARCHMaxSigma Property

The value of the upperbound on the first element (sigma) of the array of returned estimated coefficients.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public double MaxSigma { get; set; }

Public Property MaxSigma As Double
	Get
	Set

public:
property double MaxSigma {
	double get ();
	void set (double value);
}

member MaxSigma : float with get, set

Type: Double
A double scalar containing the value of the upperbound on the first element (sigma) of the array of returned estimated coefficients.

Remarks

By default, MaxSigma= 10.