GARCHResult.params

property GARCHResult.params: dict[str, float]

Estimated parameters keyed by display name, in table order.

const when the mean is constant, then ar.L1 .., then omega, alpha[1] .., gamma[1] .. and beta[1] ..; empty blocks contribute nothing.

Example

>>> rng = np.random.default_rng(0)
>>> y = rng.standard_normal(400)
>>> list(GJR(y, p=1, o=1, q=1, ar_lags=1).fit().params)
['const', 'ar.L1', 'omega', 'alpha[1]', 'gamma[1]', 'beta[1]']
>>> list(GARCH(y, p=1, q=1, mean="zero").fit().params)
['omega', 'alpha[1]', 'beta[1]']