Struct GARCHCoefficients 

pub struct GARCHCoefficients {
    pub omega: f64,
    pub alpha: Vec<f64>,
    pub beta: Vec<f64>,
}

GARCH model coefficients.

Fields

omega: f64

Omega (constant term).

alpha: Vec<f64>

Alpha coefficients (ARCH terms).

beta: Vec<f64>

Beta coefficients (GARCH terms).

Trait Implementations

impl Clone for GARCHCoefficients

fn clone(&self) -> GARCHCoefficients

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for GARCHCoefficients

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for GARCHCoefficients

fn default() -> GARCHCoefficients

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for GARCHCoefficients

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for GARCHCoefficients

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.