GARCH Toolbox | ![]() ![]() |
Display GARCH process estimation results
Syntax
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 | ![]() |