summary.tsgarch.estimate {tsgarch}

GARCH Model Estimation Summary

Description

Summary method for class “tsgarch.estimate”

Usage

## S3 method for class 'tsgarch.estimate'
summary(object, digits = 4, vcov_type = "H", include_persistence = TRUE, ...)

Arguments

object

an object of class “tsgarch.estimate”.

digits

integer, used for number formatting. Optionally, to avoid scientific notation, set ‘options(scipen=999)’.

vcov_type

the type of standard errors based on the vcov estimate (see vcov).

include_persistence

whether to include the estimate of the persistence and its calculated standard errors (calculated using the sdreport) in the output.

...

not currently used.

Value

A list with summary information of class “summary.tsgarch.estimate”.