External module "ql/models/volatility/garch"
Variables
Const tol_level
Defined in ql/models/volatility/garch.ts:22
Functions
initialGuess1
Defined in ql/models/volatility/garch.ts:578
Parameters
initialGuess2
Defined in ql/models/volatility/garch.ts:675
Parameters
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Initial guess based on fitting ACF - initial guess for fitting acf is a moment matching estimates for mean(r2), acf(0), and acf(1).