fGarch (version 4021.88)

coef-methods: GARCH Coefficients Methods

Description

Coefficients methods coef() for GARCH Models.

Methods

object = "ANY"

Generic function.

object = "fGARCH"

Extractor function for coefficients from a fitted GARCH model.

object = "fGARCHSPEC"

Extractor function for coefficients from a GARCH specification structure.

Author

Diethelm Wuertz for the Rmetrics R-port.

Examples

## garchSpec -
   # Use default parameters beside alpha:
   spec = garchSpec(model = list(alpha = c(0.05, 0.05)))
   spec
   coef(spec)

## garchSim -
   # Simulate an univariate "timeSeries" series from specification 'spec':
   x = garchSim(spec, n = 2000)
   x = x[,1]

## garchFit --
   fit = garchFit( ~ garch(1, 1), data = x)

## coef -
   coef(fit)