The class is returned by calling the function `dccroll`

.

`mforecast`

:Object of class

`"vector"`

Multivariate forecast list.`model`

:Object of class

`"vector"`

Model specification list.

Class `"'>mGARCHroll"`

, directly.
Class `"'>GARCHroll"`

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

, by class "mGARCHroll", distance 3.

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

: The coefficient array across the rolling estimations with a T+0 3rd dimension index label.- fitted
`signature(object = "DCCroll")`

: The conditional mean forecast xts object (with the actual T+i forecast dates as index).- likelihood
`signature(object = "DCCroll")`

: The log-likelihood across rolling estimations.- plot
`signature(x = "DCCroll", y = "missing")`

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

: The forecast dynamic conditional correlation array, with the T+i forecast index in the 3rd dimension label. Optional argument ‘type’ determines whether to return “R” for the correlation else will the DCC Q matrix. A further argument ‘output’ allows to switch between “array” and “matrix” returned object.- rcov
`signature(object = "DCCroll")`

: The forecast dynamic conditional covariance array, with the T+i forecast index in the 3rd dimension label. A further argument ‘output’ allows to switch between “array” and “matrix” returned object.- rshape
`signature(object = "DCCroll")`

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

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

: Summary.- sigma
`signature(object = "DCCroll")`

: The conditional sigma forecast xts object (with the actual T+i forecast dates as index).

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