The GARCH type exposes the following members.
Properties
| Name | Description | |
|---|---|---|
 | Akaike |
Returns the value of Akaike Information Criterion evaluated at the
estimated parameter array. Note that the Compute method
must be invoked first before invoking this method. Otherwise, the
return value is 0.
|
| LogLikelihood |
Returns the value of Log-likelihood function evaluated at the estimated
parameter array. Note that the Compute method must be
invoked first before invoking this method. Otherwise, the return value
is 0.
|
| MaxSigma |
The value of the upperbound on the first element (sigma) of the array
of returned estimated coefficients.
|
| Sigma |
Returns the estimated value of sigma squared. Note that the
Compute method must be invoked first before invoking this
method. Otherwise, the return value is NaN.
|
