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Estimation

Fit conditional variance models to data

Functions

estimate Estimate GARCH model parameters
infer Infer GARCH model conditional variances
print Display parameter estimation results for GARCH models
estimate Fit EGARCH conditional variance model to data
infer Infer EGARCH model conditional variances
print Display parameter estimation results for EGARCH models
estimate Estimate GJR model parameters
infer Infer GJR model conditional variances
print Display parameter estimation results for GJR models
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