[R] garchFit

user84 roland.taber at gmx.at
Thu Sep 15 11:38:20 CEST 2011


Hi,

i am a student of tecnical mathematics in austria, and my english is not
sooo good, German would be easier, but an answer in english is perfect too.

I would need any help to understand the exact output of the function 
"garchFit". Maybe it would help me just to know what the coefficients are
telling me.

I do already understand well what functions like arima or garch are doing
and telling me. So the problem should not be mathematical, but i do not
understand what exactly are mu, omega, alpha1, ..., beta1,... or also
gamma1,...
instead to the coefficiebts a0,a1,...,b1,... of the garch function.

many thanks
Roland

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