Variable GARCH omega
Units: | - |
Mode: | Input Only |
Multi-band: | False |
Default Value: | 0 |
Validation Rule: | Any Value |
Key Property: | No |
Description: | Long-run weighted variance in GARCH(1,1) |
Detail: |
Variable GARCH ω is the long-run weighted variance for the GARCH(1,1) model.