forecast.uvEWMAvol: Forecast Univariate EWMA Volatility Model
In GARPFRM: Global Association of Risk Professionals: Financial Risk Manager
Description
Usage
Arguments
Value
Description
Forecasting for EWMA Volatility models fit via EWMA
Usage
1
2
Arguments
model
EWMA model fit via EWMA
nAhead
number of steps ahead to forecast. (nAhead = 1 only supported)
...
additional passthrough parameters
Value
one period ahead EWMA volatility forecast
GARPFRM documentation built on May 2, 2019, 5:45 p.m.
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Description Usage Arguments Value
Description
Forecasting for EWMA Volatility models fit via EWMA
Usage
1 2 |
Arguments
model |
EWMA model fit via |
nAhead |
number of steps ahead to forecast. (nAhead = 1 only supported) |
... |
additional passthrough parameters |
Value
one period ahead EWMA volatility forecast
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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