summary function

GARCH Model Estimation Summary

Summary method for class tsgarch.estimate

## S3 method for class 'tsgarch.estimate'
summary(object, digits = 4, vcov_type = "H", include_persistence = TRUE, ...)

Arguments

• object: an object of class tsgarch.estimate .
• digits: integer, used for number formatting. Optionally, to avoid scientific notation, set options(scipen=999) .
• vcov_type: the type of standard errors based on the vcov estimate (see vcov).
• include_persistence: whether to include the estimate of the persistence and its calculated standard errors (calculated using the sdreport) in the output.
• ...: not currently used.

Returns

A list with summary information of class summary.tsgarch.estimate .