| Returns | Vector of returns | Matrix |
| 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 (>=0) | Integer |
| Distribution | Error's term distribution ("NORMAL", "STUDENT" or "SKEWT") | Text |
| Level | VaR Level ( 0<level <1) | Real number |