sigma function

Extract Volatility (Conditional Standard Deviation)

Extract the conditional standard deviation from a GARCH model.

## S3 method for class 'tsgarch.estimate'
sigma(object, ...)

## S3 method for class 'tsgarch.multi_estimate'
sigma(object, ...)

Arguments

• object: an object of class tsgarch.estimate , tsgarch.predict , tsgarch.simulate or a tsgarch.multi_estimate .
• ...: not currently used.

Returns

An xts vector of the conditional volatility for the univariate type objects. In the case of a multi-estimate object, a list of xts vectors is returned if the individual univariate objects have unequal indices, else an xts matrix is returned.