ARMAGARCHResult.params

property ARMAGARCHResult.params: dict[str, float]

Estimated parameters keyed by display name, in table order.

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

Example

>>> rng = np.random.default_rng(0)
>>> y = rng.standard_normal(500)
>>> list(ARMAGJR(y, ar_lags=1, ma_lags=1, mean="zero").fit().params)
['ar.L1', 'ma.L1', 'omega', 'alpha[1]', 'gamma[1]', 'beta[1]']