Omega (Variance Equation Intercept)
Returns the intercept of a GARCH model.
omega(object, ...) ## S3 method for class 'tsgarch.estimate' omega(object, ...) ## S3 method for class 'tsgarch.spec' omega(object, ...)
object: an object....: additional parameters passed to the method.a numeric value representing the value of the intercept.
The intercept is either estimated directly as part of the model else indirectly if variance targeting was selected.