summary.tsmarch: Model Estimation Summary

In tsmarch: Multivariate ARCH Models

Model Estimation Summary

Description

Summary method for class “cgarch.estimate” or “dcc.estimate”.

Usage

## S3 method for class 'cgarch.estimate'
summary(object, vcov_type = "OP", ...)

## S3 method for class 'dcc.estimate'
summary(object, vcov_type = "OP", ...)

## S3 method for class 'gogarch.estimate'
summary(object, vcov_type = "OP", ...)

Arguments

object	an object of class “cgarch.estimate” or “dcc.estimate”.
vcov_type	the type of standard errors based on the vcov estimate (see vcov).
...	not currently used.

Value

A list with summary information of class “summary.cgarch.estimate” or “summary.dcc.estimate”.

tsmarch documentation built on April 3, 2025, 7:40 p.m.