FIGARCHResult.params

property FIGARCHResult.params: dict[str, float]

Estimated parameters keyed by display name, in table order.

const when the mean is constant, then omega, phi, d and beta.

Example

>>> rng = np.random.default_rng(0)
>>> y = rng.standard_normal(600)
>>> list(FIGARCH(y, mean="zero").fit().params)
['omega', 'phi', 'd', 'beta']