omega | R Documentation |
Returns the intercept of a GARCH model.
omega(object, ...)
## S3 method for class 'tsgarch.estimate'
omega(object, ...)
## S3 method for class 'tsgarch.spec'
omega(object, ...)
object |
an object. |
... |
additional parameters passed to the method. |
The intercept is either estimated directly as part of the model else indirectly if variance targeting was selected.
a numeric value representing the value of the intercept.
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