thr3ads.net - R help - [R] getting the conditional standard deviation of the residuals of a fitted GARCH model [Feb 2006]

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oliver wee

2006-Feb-19 11:42 UTC

hello,

what is the command used to get the conditional
standard deviation of the residuals of a fitted GARCH
model in R?

thanks again for the help.

R help - Feb 2006 - getting the conditional standard deviation of the residuals of a fitted GARCH model