RT,每次调用完Garch模型后,都会打印一堆参数结果
一次还好,循环调用的话就太多了
model=garch(1,1);
r=price2ret(data);
fit=estimate(model,r);
vf=forecast(fit,100,'Y0',r);
GARCH(1,1) Conditional Variance Model:
----------------------------------------
Conditional Probability Distribution: Gaussian
Standard t
Parameter Value Error Statistic
----------- ----------- ------------ -----------
Constant 4.64956e-05 5.62855e-05 0.826068
GARCH{1} 0.480032 0.597497 0.803405
ARCH{1} 0.0801263 0.0828565 0.967049