Uses of Class
com.quantfinlib.volatility.Garch11.Fit

Packages that use Garch11.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 Garch11.Fit in com.quantfinlib.volatility

Methods in com.quantfinlib.volatility that return Garch11.Fit

Modifier and Type	Method	Description
static Garch11.Fit	Garch11.estimate(double[] returns, Innovation innovation)	Maximum-likelihood fit with standard errors.