Rugarch
If you are referring to equation 9 in the vignette, that is the coefficient(s) on the external regressor(s) in the variance equation (whose name in the spec, summary etc is 'vxreg1', 'vxreg2'....'vxregm' as detailed in bottom of P.6 of vignette on naming conventions used). -Alexios
On 10/06/2012 18:11, Papa sen wrote:
Dear all, I would like to confirm this in the standard GARCH equation used in Rugarch . Please what does \zeta standards for in the formulation. However in the documentation \omega is the intercept, which i think is the mean, but not sure. kind regards, Sen [[alternative HTML version deleted]]
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