Uses of Record Class
com.quantfinlib.volatility.Egarch11.Params

Packages that use Egarch11.Params

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.Params in com.quantfinlib.volatility

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

Modifier and Type	Method	Description
static Egarch11.Params	Egarch11.fit(double[] returns)	Gaussian maximum-likelihood fit; see Egarch11.estimate(double[], Innovation).
Egarch11.Params	Egarch11.Fit.params()	params (ω, α, γ, β and the maximised log-likelihood).

Methods in com.quantfinlib.volatility with parameters of type Egarch11.Params

Modifier and Type	Method	Description
static double[]	Egarch11.conditionalVariances(double[] returns, Egarch11.Params p)	Conditional variance series under the fitted parameters.
static double	Egarch11.nextVariance(double[] returns, Egarch11.Params p)	One-step-ahead variance — exact (tomorrow's ln h is deterministic today).

Constructors in com.quantfinlib.volatility with parameters of type Egarch11.Params

Modifier	Constructor	Description
	Fit(Egarch11.Params params, Innovation innovation, double nu, double[] standardErrors, double[] robustStandardErrors)	Creates the value; array and collection arguments are copied.