# summary.garch

From tseries v0.8-3
by Kurt Hornik

##### Summarizing GARCH Model Fits

Methods for creating and printing summaries of GARCH model fits.

##### Usage

```
## S3 method for class 'garch':
summary(object, \dots)
## S3 method for class 'summary.garch':
print(x, digits = max(3, getOptions("digits") - 3),
signif.stars = getOption("show.signif.stars"), ...)
```

##### Arguments

- object
- an object of class
`"garch"`

; usually, a result of a call to`garch`

. - x
- an object of class
`"summary.garch"`

; usually, a result of a call to the summary method for objects of class`"garch"`

. - digits, signif.stars
- see
`print.coefmat`

. - ...
- further arguments passed to or from other methods.

##### Details

`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`

.

##### Value

- A list of class
`"summary.garch"`

.

##### References

T. Bollerslev (1986):
Generalized Autoregressive Conditional Heteroscedasticity.
*Journal of Econometrics* **31**, 307--327.

##### See Also

*Documentation reproduced from package tseries, version 0.8-3, License: GPL (see file COPYING), except for ./src/muin2ser.f and ./misc which are free for non-commercial purposes. See file README for details.*

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