Garch Model.Conditional Variances Property
Gets a vector containing the estimated conditional variances.
Definition
Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public Vector<double> ConditionalVariances { get; }