Methods for creating and printing summaries of GARCH model fits.
# S3 method for garch
summary(object, ...)
# S3 method for summary.garch
print(x, digits = max(3, getOption("digits") - 3),
signif.stars = getOption("show.signif.stars"), ...)A list of class "summary.garch".
summary computes the asymptotic standard errors of the
coefficient estimates from an outer-product approximation of the
Hessian evaluated at the estimates, see Bollerslev:1986.
It furthermore tests the residuals for normality and remaining ARCH
effects, see jarque.bera.test and
Box.test.
Bollerslev:1986
garch