# Univariate GARCH Models

## Documentation for package ‘tsgarch’ version 1.0.4

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS

## Help Pages

+.tsgarch.spec | Combine univariate GARCH specifications into a multi-specification object
AIC | Akaike's An Information Criterion
AIC.tsgarch.estimate | Akaike's An Information Criterion
as_flextable.benchmark | Transform an object into flextable
as_flextable.benchmark.fcp | Transform an object into flextable
as_flextable.benchmark.laurent | Transform an object into flextable
as_flextable.summary.tsgarch.estimate | Transform a summary object into flextable
benchmark_fcp | FCP GARCH Benchmark
benchmark_laurent | Laurent APARCH Benchmark
BIC | Bayesian Information Criterion
BIC.tsgarch.estimate | Bayesian Information Criterion
bread.tsgarch.estimate | Bread Method
coef | Extract Model Coefficients
coef.tsgarch.estimate | Extract Model Coefficients
confint | Confidence Intervals for Model Parameters
confint.tsgarch.estimate | Confidence Intervals for Model Parameters
dmbp | Deutschemark/British pound Exchange Rate
estfun.tsgarch.estimate | Score Method
estimate | Estimates an GARCH model given a specification object using maximum likelihood and autodiff
estimate.tsgarch.multispec | Estimates an GARCH model given a specification object using maximum likelihood and autodiff
estimate.tsgarch.spec | Estimates an GARCH model given a specification object using maximum likelihood and autodiff
fitted | Extract Model Fitted Values
fitted.tsgarch.estimate | Extract Model Fitted Values
fitted.tsgarch.multi_estimate | Extract Model Fitted Values
garch_modelspec | GARCH Model Specification
halflife | Half Life
halflife.tsgarch.estimate | Half Life
logLik | Extract Log-Likelihood
logLik.tsgarch.estimate | Extract Log-Likelihood
newsimpact | News Impact Curve
newsimpact.tsgarch.estimate | News Impact Curve
nikkei | Japanese NIKKEI Stock Index
nloptr_fast_options | Default options for nloptr solver
nloptr_global_options | Default options for nloptr solver
nloptr_options | Default options for nloptr solver
nobs | Extract the Number of Observations
nobs.tsgarch.estimate | Extract the Number of Observations
omega | Omega (Variance Equation Intercept)
omega.tsgarch.estimate | Omega (Variance Equation Intercept)
omega.tsgarch.spec | Omega (Variance Equation Intercept)
persistence | Model Persistence
persistence.tsgarch.estimate | Model Persistence
persistence.tsgarch.spec | Model Persistence
pit | Probability Integral Transform (PIT)
pit.tsgarch.estimate | Probability Integral Transform (PIT)
plot.tsgarch.estimate | Estimated Model Plots
plot.tsgarch.newsimpact | News Impact Plot
predict | Model Prediction
predict.tsgarch.estimate | Model Prediction
print.summary.tsgarch.estimate | Model Estimation Summary Print method
print.summary.tsgarch.profile | Profile Summary Print method
residuals | Extract Model Residuals
residuals.tsgarch.estimate | Extract Model Residuals
residuals.tsgarch.multi_estimate | Extract Model Residuals
sigma | Extract Volatility (Conditional Standard Deviation)
sigma.tsgarch.estimate | Extract Volatility (Conditional Standard Deviation)
sigma.tsgarch.multi_estimate | Extract Volatility (Conditional Standard Deviation)
simulate | Model Simulation
simulate.tsgarch.spec | Model Simulation
summary | GARCH Model Estimation Summary
summary.tsgarch.estimate | GARCH Model Estimation Summary
summary.tsgarch.profile | GARCH Profile Summary
to_multi_estimate | Convert a list of tsgarch.estimate objects to a multi_estimate object
tsbacktest | Walk Forward Rolling Backtest
tsbacktest.tsgarch.spec | Walk Forward Rolling Backtest
tsequation | Model Equation (LaTeX)
tsequation.tsgarch.estimate | Model Equation (LaTeX)
tsfilter | Model Filtering
tsfilter.tsgarch.estimate | Model Filtering
tsfilter.tsgarch.spec | Model Filtering
tsprofile | Model Parameter Profiling
tsprofile.tsgarch.spec | Model Parameter Profiling
unconditional | Unconditional Value
unconditional.tsgarch.estimate | Unconditional Value
unconditional.tsgarch.spec | Unconditional Value
vcov | The Covariance Matrix of the Estimated Parameters
vcov.tsgarch.estimate | The Covariance Matrix of the Estimated Parameters