Class "GARCHfilter", directly.
Class "rGARCH", by class "GARCHfilter", distance 3.
Methods
fitted
signature(object = "uGARCHmultifilter"):
Extracts the fitted values.
residuals
signature(object = "uGARCHmultifilter"):
Extracts the residuals. Optional logical argument standardize
(default is FALSE) allows to extract the standardized residuals.
sigma
signature(object = "uGARCHmultifilter"):
Extracts the conditional sigma values.
coef
signature(object = "uGARCHmultifilter"):
Extracts the coefficients.
likelihood
signature(object = "uGARCHmultifilter"):
Extracts the likelihood.