在R的帮助文档中,有一个garch的使用例子:
data(EuStockMarkets)
dax <- diff(log(EuStockMarkets))[ ,"DAX"]
dax.garch <- garch(dax) # Fit a GARCH(1,1) to DAX returns
summary(dax.garch) # ARCH effects are filtered. However,
plot(dax.garch)
最后plot画出四组图,但是,如果我只想提取波动率的数据,该怎么提取呢??