omega: Omega (Variance Equation Intercept)
Description
Returns the intercept of a GARCH model.
Usage
omega(object, ...)# S3 method for tsgarch.estimate
omega(object, ...)
# S3 method for tsgarch.spec
omega(object, ...)
Value
a numeric value representing the value of the intercept.
Arguments
- object
an object.
- ...
additional parameters passed to the method.
Details
The intercept is either estimated directly as part of the model else
indirectly if variance targeting was selected.