| Class | Description |
|---|---|
| GARCH |
This class does fitting for the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) getModel.
|
| GARCHModel |
This class represents a GARCH specification.
|
| GARCHSim |
This class simulates the GARCH models.
|
| Enum | Description |
|---|---|
| GARCH.GRADIENT |
the gradient information used to guild the optimization search
|