XlQuant
In This Topic
    GET.FORECASTS.RISKMETRICS
    In This Topic
    Forecasts the moments of a time-series by using the RISKMETRICS model

    ARGUMENTS

    Returns Vector of returns Matrix
    AR Number of autoregressives terms (>=0) Integer
    MA Number of moving average terms (>=0) Integer
    Lambda Lambda Real number
    Horizon Forecast horizon (>0) Integer
    Moments The estimates to be returned ( "MEAN" or "VARIANCE" ) Text
    This function is asynchronous.