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GOGARCH Estimation Summary

gogarch_estimation_summary.Rd

Provides a summary of GOGARCH estimation including parameter estimates and standard errors for all components.

Usage

gogarch_estimation_summary(
  gogarch_result,
  residuals,
  weights,
  distribution = "norm",
  level = 0.95,
  method = c("hessian", "sandwich")
)

Arguments

gogarch_result

Result from estimate_garch_weighted_gogarch()

residuals

Original residuals

weights

Observation weights

distribution

Component distribution

level

Confidence level

method

SE method

Value

Object of class "gogarch_summary"