Uses of Class
com.quantfinlib.volatility.Egarch11.Fit

Packages that use Egarch11.Fit

Package	Description
com.quantfinlib.volatility	Volatility models: EWMA, GARCH-family, HAR-RV, a model-free volatility index and a systematic/idiosyncratic decomposition.

Uses of Egarch11.Fit in com.quantfinlib.volatility

Methods in com.quantfinlib.volatility that return Egarch11.Fit

Modifier and Type	Method	Description
static Egarch11.Fit	Egarch11.estimate(double[] returns, Innovation innovation)	Maximum-likelihood fit with standard errors (at least 100 finite returns).