Methods for creating and printing summaries of GARCH model fits.
# S3 method for garch
summary(object, ...)
# S3 method for summary.garch
print(x, digits = max(3, getOption("digits") - 3),
signif.stars = getOption("show.signif.stars"), ...)A list of class "summary.garch".
an object of class "garch"; usually, a result of a
call to garch.
an object of class "summary.garch"; usually, a result
of a call to the summary method for objects of class "garch".
see printCoefmat.
further arguments passed to or from other methods.
summary computes the asymptotic standard errors of the
coefficient estimates from an outer-product approximation of the
Hessian evaluated at the estimates, see Bollerslev (1986). It
furthermore tests the residuals for normality and remaining ARCH
effects, see jarque.bera.test and
Box.test.
T. Bollerslev (1986): Generalized Autoregressive Conditional Heteroscedasticity. Journal of Econometrics 31, 307--327.
garch