Man pages for tsgarch
Univariate GARCH Models

AIC	Akaike's An Information Criterion
as_flextable.benchmark	Transform an object into flextable
as_flextable.summary	Transform a summary object into flextable
benchmark_fcp	FCP GARCH Benchmark
benchmark_laurent	Laurent APARCH Benchmark
BIC	Bayesian Information Criterion
bread	Bread Method
coef	Extract Model Coefficients
confint	Confidence Intervals for Model Parameters
dmbp	Deutschemark/British pound Exchange Rate
estfun	Score Method
estimate	Estimates an GARCH model given a specification object using...
fitted	Extract Model Fitted Values
garch_modelspec	GARCH Model Specification
halflife	Half Life
logLik	Extract Log-Likelihood
newsimpact	News Impact Curve
nikkei	Japanese NIKKEI Stock Index
nloptr_options	Default options for nloptr solver
nobs	Extract the Number of Observations
omega	Omega (Variance Equation Intercept)
persistence	Model Persistence
pit	Probability Integral Transform (PIT)
plot	News Impact Plot
plot.tsgarch.estimate	Estimated Model Plots
plus-.tsgarch.spec	Combine univariate GARCH specifications into a...
predict	Model Prediction
print	Model Estimation Summary Print method
print.summary.tsgarch.profile	Profile Summary Print method
reexports	Objects exported from other packages
residuals	Extract Model Residuals
sigma	Extract Volatility (Conditional Standard Deviation)
simulate	Model Simulation
summary	GARCH Model Estimation Summary
summary.tsgarch.profile	GARCH Profile Summary
to_multi_estimate	Convert a list of tsgarch.estimate objects to a...
tsbacktest	Walk Forward Rolling Backtest
tsequation	Model Equation (LaTeX)
tsfilter	Model Filtering
tsgarch-package	tsgarch: Univariate GARCH Models
tsprofile	Model Parameter Profiling
unconditional	Unconditional Value
vcov	The Covariance Matrix of the Estimated Parameters