mGARCHforecast-class: Class: Multivariate GARCH Forecast Class

mGARCHforecast-classR Documentation

Class: Multivariate GARCH Forecast Class

Description

High-level multivariate GARCH forecast class.

Objects from the Class

A virtual class: no objects may be created from it.

Extends

Class GARCHforecast object from the rugarch package, directly.\ Class rGARCH object from the rugarch package, by class GARCHforecast, distance 2.

Methods

No methods defined with class "mGARCHforecast" in the signature.

Author(s)

Alexios Galanos


rmgarch documentation built on Sept. 1, 2025, 1:09 a.m.