| GARCH Toolbox | |
Display GARCH process estimation results
Syntax
garchdisp(Coeff, Errors)
Arguments
Coeff |
GARCH specification structure containing estimated coefficients and equality constraint information. Coeff is an output of the estimation function garchfit. |
Errors |
Structure containing the estimation errors (i.e., the standard errors) of the coefficients in Coeff. Errors is also an output of the estimation function garchfit. |
Description
garchdisp(Coeff, Errors)
displays coefficient estimates, standard errors, and T-statistics from a GARCH specification structure that was output by the estimation function garchfit.
This function displays matched GARCH Toolbox estimation results, and returns no output arguments. The tabular display includes parameter estimates, standard errors, and T-statistics for each parameter in the conditional mean and variance models. Parameters held fixed during the estimation process have the word 'Fixed' printed in the standard error and T-statistic columns, indicating that the parameter was set as an equality constraint.
See Also
garchcount, garchfit
| | garchcount | garchfit | |