Model Results

All model return the same object, a results class (ARCHModelResult). When using the fix method, a (ARCHModelFixedResult) is produced that lacks some properties of a (ARCHModelResult) that are not relevant when parameters are not estimated.

ARCHModelResult(params, param_cov, r2, …)

Results from estimation of an ARCHModel model

ARCHModelFixedResult(params, resid, …)

Results for fixed parameters for an ARCHModel model