Re: [Quantlib-dev] GARCH11 Log Likelihood ......

[Luigi B. <lui...@gm...>]

On Tue, 2010-06-01 at 16:12 +0530, Deepak wrote:
> Can anyone help me that in Garch11, how we calculate alpha, beta and
> omega.

>From what I see, there's only a stub for the calibration method in the
Garch class---no actual code.  Anyone wanting to give it a try?

Luigi


-- 

Glendower: I can call spirits from the vasty deep. 
Hotspur: Why, so can I, or so can any man; 
But will they come when you do call for them? 
-- King Henry the Fourth Part I, Act III, Scene I