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GARCHGetVarCovarMatrix Method
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.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public double[,] GetVarCovarMatrix()

Return Value

Type: Double
A double matrix of size p + q + 1 by p + q + 1 containing the variance-covariance matrix.
See Also