uGARCHmultifit-class: class: Univariate GARCH Multiple Fit Class

In rugarch: Univariate GARCH Models

class: Univariate GARCH Multiple Fit Class

Description

Class for the univariate GARCH Multiple fit.

Objects from the Class

A virtual Class: No objects may be created from it.

Extends

Class GARCHfit, directly. Class rGARCH, by class GARCHfit, distance 3.

Methods

coef

signature(object = "uGARCHmultifit"): Extracts the coefficients.

likelihood

signature(object = "uGARCHmultifit"): Extracts the likelihood.

sigma

signature(object = "uGARCHmultifit"): Extracts the conditional sigma values.

fitted

signature(object = "uGARCHmultifit"): Extracts the fitted values.

residuals

signature(object = "uGARCHmultifit"): Extracts the residuals. Optional logical argument standardize (default is FALSE) allows to extract the standardized residuals.

show

signature(object = "uGARCHmultifit"): Fit summary.

Note

Methods for coef, likelihood, fitted, sigma and residuals provide extractor functions for those values.

Author(s)

Alexios Ghalanos

See Also

Classes uGARCHmultiforecast, uGARCHmultispec and uGARCHmultifilter.

rugarch documentation built on June 21, 2025, 9:07 a.m.