XlQuant
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GET.PARAMETERS.RISKMETRICS
In This Topic
Fit a RISKMETRICS 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
Lambda Lambda Real number
This function is asynchronous.