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GARCHSigma Property
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.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public double Sigma { get; }

Property Value

Type: Double
A double scalar containing the estimated value of sigma squared.
See Also