[R-SIG-Finance] Rugarch

[alexios ghalanos]

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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