omega - the constant coefficient of the variance equation, by default 1e-6;
alpha - the value or vector of autoregressive coefficients, by default 0.1, specifying a model of order 1;
beta - the value or vector of variance coefficients, by default 0.8, specifying a model of order 1;
The values for the linear part are:
mu - the mean value, by default NULL;
ar - the autoregressive ARMA coefficients, by default NULL;
ma - the moving average ARMA coefficients, by default NULL.
The parameters for the conditional distributions are:
skew - the skewness parameter (also named "xi"), by default 0.9, effective only for the "dsnorm", the "dsged", and the "dsstd" skewed conditional distributions;
shape - the shape parameter (also named "nu"), by default 2 for the "dged" and "dsged", and by default 4 for the "dstd" and "dsstd" conditional distributions