The class is returned by calling the function `dccfit`

.

`mfit`

:Object of class

`"vector"`

Multivariate filter list.`model`

:Object of class

`"vector"`

Model specification list.

Class `"'>mGARCHfit"`

, directly.
Class `"'>GARCHfit"`

, by class "mGARCHfit", distance 2.
Class `"'>rGARCH"`

, by class "mGARCHfit", distance 3.

- coef
`signature(object = "DCCfit")`

The coefficient vector (see note).- likelihood
`signature(object = "DCCfit")`

: The joint likelihood.- rshape
`signature(object = "DCCfit")`

: The multivariate distribution shape parameter(s).- rskew
`signature(object = "DCCfit")`

: The multivariate distribution skew parameter(s).- fitted
`signature(object = "DCCfit")`

: The fitted conditional mean xts object.- sigma
`signature(object = "DCCfit")`

: The fitted conditional GARCH sigma xts object.- residuals
`signature(object = "DCCfit")`

: The fitted conditional mean residuals xts object.- plot
`signature(x = "DCCfit", y = "missing")`

: Plot method, given additional arguments ‘series’ and ‘which’.- infocriteria
`signature(object = "DCCfit")`

: Information criteria.- rcor
`signature(object = "DCCfit")`

: The fitted dynamic conditional correlation array given additional arguments ‘type’ (either “R” for the correlation else will return the Q matrix). The third dimension label of the array gives the time index (from which it is then possible to construct pairwise xts objects for example). The argument ‘output’ can be either “array” (default) or “matrix” in which case the array is flattened and the lower diagonal time varying values are returned (and if a date exists, then the returned object is of class xts).- rcov
`signature(object = "DCCfit")`

: The fitted dynamic conditional covariance array. The third dimension label of the array gives the time index (from which it is then possible to construct pairwise xts objects for example). The argument ‘output’ can be either “array” (default) or “matrix” in which case the array is flattened and the lower and main diagonal time varying values are returned (and if a date exists, then the returned object is of class xts).- show
`signature(object = "DCCfit")`

: Summary.- nisurface
`signature(object = "DCCfit")`

: The news impact surface plot given additional arguments ‘type’ with either “cov” or “cor” (for the covariance and correlation news impact respectively), ‘pair’ (defaults to c(1,2)), ‘plot’ (logical) and ‘plot.type’ with a choice of either “surface” or “contour”.

Engle, R.F. and Sheppard, K. 2001, Theoretical and empirical properties of
dynamic conditional correlation multivariate GARCH, *NBER Working Paper*.