GARCHResult._mean_ma_params

GARCHResult._mean_ma_params()

Moving-average coefficients of the conditional mean; none here.

The hook ARMAGARCHResult overrides so that simulate can drive the same recursion with a full ARMA mean.

Example

>>> rng = np.random.default_rng(0)
>>> GARCH(rng.standard_normal(300), p=1, q=1).fit()._mean_ma_params().shape
(0,)

Return type:

NDArray[double]