TS_GARCH function [Time Series]

Function

Computes estimates of the parameters of a GARCH (p, q) model.

Syntax

TS_GARCH (<time series expression>, <garch_count>, <arch_count>, <xguess_binary_encoding>, [, <max_sigma>]) 
OVER (window-spec)

NoteThis function is available only with RAP – The Trading Edition Enterprise. See the Time Series Guide for detailed information on this function.