class: Univariate GARCH Path Simulation Class
Class for the univariate GARCH Path simulation.
Objects from the Class
A virtual Class: No objects may be created from it.
"rGARCH", by class "GARCHpath", distance 2.
signature(object = "uGARCHpath"): Extracts the conditional sigma simulated values as a matrix of size n.sim x m.sim.
signature(object = "uGARCHpath"): Extracts the conditional mean simulated values as a matrix of size n.sim x m.sim.
signature(x = "uGARCHpath"): Calculates and returns, given a scalar for the probability (additional argument “probs”), the conditional quantile of the simulated object as an n.sim by m.sim matrix (with the same type of headings as the sigma and fitted methods).
signature(x = "uGARCHpath", y = "missing"): path simulation plots.
signature(object = "uGARCHpath"): path simulation summary.
fitted methods are used to extract the matrix of
simulated conditional sigma and mean values. The
method is globally deprecated as an extractor method in rugarch with the
exception of a few classes which still makes sense to use them.
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