sigma.tsgarch.estimate {tsgarch} | R Documentation |
Extract Volatility (Conditional Standard Deviation)
Description
Extract the conditional standard deviation from a GARCH model.
Usage
## S3 method for class 'tsgarch.estimate'
sigma(object, ...)
## S3 method for class 'tsgarch.multi_estimate'
sigma(object, ...)
Arguments
object |
an object of class “tsgarch.estimate”, “tsgarch.predict”, “tsgarch.simulate” or a “tsgarch.multi_estimate”. |
... |
not currently used. |
Value
An xts vector of the conditional volatility for the univariate type objects. In the case of a multi-estimate object, a list of xts vectors is returned if the individual univariate objects have unequal indices, else an xts matrix is returned.
[Package tsgarch version 1.0.3 Index]