Uses of Record Class
com.quantfinlib.volatility.GjrGarch11.Params

Packages that use GjrGarch11.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 GjrGarch11.Params in com.quantfinlib.volatility

Methods in com.quantfinlib.volatility that return GjrGarch11.Params

Modifier and Type	Method	Description
static GjrGarch11.Params	GjrGarch11.fit(double[] returns)	Gaussian maximum-likelihood fit; see GjrGarch11.estimate(double[], Innovation).
GjrGarch11.Params	GjrGarch11.Fit.params()	params (ω, α, γ, β and the maximised log-likelihood).

Methods in com.quantfinlib.volatility with parameters of type GjrGarch11.Params

Modifier and Type	Method	Description
static double[]	GjrGarch11.conditionalVariances(double[] returns, GjrGarch11.Params params)	Conditional variance series under the fitted parameters (seeded at sample variance).
static double	GjrGarch11.forecastVariance(double[] returns, GjrGarch11.Params params, int horizon)	k-step-ahead variance forecast — mean-reverts to the unconditional variance at the persistence rate, exactly as Garch11 but with the asymmetric first step.

Constructors in com.quantfinlib.volatility with parameters of type GjrGarch11.Params

Modifier	Constructor	Description
	Fit(GjrGarch11.Params params, Innovation innovation, double nu, double[] standardErrors, double[] robustStandardErrors)	Creates the value; array and collection arguments are copied.