| 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]