Struct VolatilityResult 

pub struct VolatilityResult {
    pub variance: Vec<f64>,
    pub volatility: Vec<f64>,
    pub coefficients: GARCHCoefficients,
    pub forecast: Vec<f64>,
}

Volatility analysis result.

Fields

variance: Vec<f64>

Estimated conditional variance series.

volatility: Vec<f64>

Estimated volatility (sqrt of variance).

coefficients: GARCHCoefficients

GARCH coefficients (omega, alpha, beta).

forecast: Vec<f64>

Forecasted volatility.

Trait Implementations

impl Clone for VolatilityResult

fn clone(&self) -> VolatilityResult

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VolatilityResult

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for VolatilityResult

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for VolatilityResult

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

where __S: Serializer,

Serialize this value into the given Serde serializer.