GARCHResult._summary_table#

GARCHResult._summary_table()[source]#

Structured summary rendered by every display path.

Metadata carries the label, mean choice, AR lag count, sample size, and the likelihood with its criteria; the coefficient table is params in order; the notes give persistence, the stationarity verdict and half-life, the unconditional variance where it is defined, and the reason it is withheld for EGARCH.

Return type:

SummaryTable

Returns:

The SummaryTable.

Example

>>> rng = np.random.default_rng(0)
>>> table = GARCH(rng.standard_normal(400), p=1, q=1).fit()._summary_table()
>>> table.title, table.columns, table.notes[0][:12]
('GARCH(1, 1) Results', ('', 'coef'), 'Persistence:')