Record Class GjrGarch11.Params

java.lang.Object
java.lang.Record
com.quantfinlib.volatility.GjrGarch11.Params
Enclosing class:
GjrGarch11
public static record GjrGarch11.Params(double omega, double alpha, double gamma, double beta, double logLikelihood) extends Record

  • Constructor Summary

    Constructors
    Constructor
    Description
    Params(double omega, double alpha, double gamma, double beta, double logLikelihood)
    Creates an instance of a Params record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    alpha()
    Returns the value of the alpha record component.
    double
    beta()
    Returns the value of the beta record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    double
    gamma()
    Returns the value of the gamma record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    logLikelihood()
    Returns the value of the logLikelihood record component.
    double
    omega()
    Returns the value of the omega record component.
    double
    persistence()
    α + γ/2 + β — the mean-reversion persistence under symmetric returns.
    final String
    toString()
    Returns a string representation of this record class.
    double
    unconditionalVariance()
     

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • Params

      public Params(double omega, double alpha, double gamma, double beta, double logLikelihood)
      Creates an instance of a Params record class.
      Parameters:
      omega - the value for the omega record component
      alpha - the value for the alpha record component
      gamma - the value for the gamma record component
      beta - the value for the beta record component
      logLikelihood - the value for the logLikelihood record component

  • Method Details

    • persistence

      public double persistence()
      α + γ/2 + β — the mean-reversion persistence under symmetric returns.

    • unconditionalVariance

      public double unconditionalVariance()

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • omega

      public double omega()
      Returns the value of the omega record component.
      Returns:
      the value of the omega record component

    • alpha

      public double alpha()
      Returns the value of the alpha record component.
      Returns:
      the value of the alpha record component

    • gamma

      public double gamma()
      Returns the value of the gamma record component.
      Returns:
      the value of the gamma record component

    • beta

      public double beta()
      Returns the value of the beta record component.
      Returns:
      the value of the beta record component

    • logLikelihood

      public double logLikelihood()
      Returns the value of the logLikelihood record component.
      Returns:
      the value of the logLikelihood record component