XlQuant
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GET.PARAMETERS.IGARCH
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Fit a IGARCH model and returns the estimated parameters.

ARGUMENTS

Returns Vector of returns Vector
AR Number of autoregressives terms (>=0) Integer
MA Number of moving average terms (>=0) Integer
Arch Number of Arch terms (>=0) Integer
Garch Number of Garch terms Integer
Distribution Error's term distribution ("NORMAL", "STUDENT" or "SKEWT") Text
This function is asynchronous.