Click or drag to resize
GARCH Properties

The GARCH type exposes the following members.

Properties
  NameDescription
Public propertyAkaike
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.
Public propertyLogLikelihood
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.
Public propertyMaxSigma
The value of the upperbound on the first element (sigma) of the array of returned estimated coefficients.
Public propertySigma
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.
Top
See Also