Extract the conditional standard deviation from a GARCH model.
# S3 method for tsgarch.estimate
sigma(object, ...)# S3 method for tsgarch.multi_estimate
sigma(object, ...)
An xts vector of the conditional volatility for the univariate type objects. In the case of a multi-estimate object, a list of xts vectors is returned if the individual univariate objects have unequal indices, else an xts matrix is returned.
an object of class “tsgarch.estimate”, “tsgarch.predict”, “tsgarch.simulate” or a “tsgarch.multi_estimate”.
not currently used.