summary: GARCH Model Estimation Summary

In tsgarch: Univariate GARCH Models

GARCH Model Estimation Summary

Description

Summary method for class “tsgarch.estimate”

Usage

## S3 method for class 'tsgarch.estimate'
summary(object, digits = 4, vcov_type = "H", include_persistence = TRUE, ...)

Arguments

object	an object of class “tsgarch.estimate”.
digits	integer, used for number formatting. Optionally, to avoid scientific notation, set ‘options(scipen=999)’.
vcov_type	the type of standard errors based on the vcov estimate (see vcov).
include_persistence	whether to include the estimate of the persistence and its calculated standard errors (calculated using the sdreport) in the output.
...	not currently used.

Value

A list with summary information of class “summary.tsgarch.estimate”.

tsgarch documentation built on Oct. 12, 2024, 1:07 a.m.