omega {tsgarch}

Omega (Variance Equation Intercept)

Description

Returns the intercept of a GARCH model.

Usage

omega(object, ...)

## S3 method for class 'tsgarch.estimate'
omega(object, ...)

## S3 method for class 'tsgarch.spec'
omega(object, ...)

Arguments

object

an object.

...

additional parameters passed to the method.

Details

The intercept is either estimated directly as part of the model else indirectly if variance targeting was selected.

Value

a numeric value representing the value of the intercept.