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, ...)

Arguments

object

an object of class “tsgarch.estimate”, “tsgarch.predict” or “tsgarch.simulate”.

...

not currently used.

Value

An xts vector of the conditional volatility.


[Package tsgarch version 1.0.2 Index]