+.tsgarch.spec          Combine univariate GARCH specifications into a
                        multi-specification object
AIC.tsgarch.estimate    Akaike's An Information Criterion
BIC.tsgarch.estimate    Bayesian Information Criterion
as_flextable.benchmark.laurent
                        Transform an object into flextable
as_flextable.summary.tsgarch.estimate
                        Transform a summary object into flextable
benchmark_fcp           FCP GARCH Benchmark
benchmark_laurent       Laurent APARCH Benchmark
bread.tsgarch.estimate
                        Bread Method
coef.tsgarch.estimate   Extract Model Coefficients
confint.tsgarch.estimate
                        Confidence Intervals for Model Parameters
dmbp                    Deutschemark/British pound Exchange Rate
estfun.tsgarch.estimate
                        Score Method
estimate.tsgarch.spec   Estimates an GARCH model given a specification
                        object using maximum likelihood and autodiff
fitted.tsgarch.estimate
                        Extract Model Fitted Values
garch_modelspec         GARCH Model Specification
halflife.tsgarch.estimate
                        Half Life
logLik.tsgarch.estimate
                        Extract Log-Likelihood
newsimpact              News Impact Curve
nikkei                  Japanese NIKKEI Stock Index
nloptr_fast_options     Default options for nloptr solver
nobs.tsgarch.estimate   Extract the Number of Observations
omega                   Omega (Variance Equation Intercept)
persistence             Model Persistence
pit.tsgarch.estimate    Probability Integral Transform (PIT)
plot.tsgarch.estimate   Estimated Model Plots
plot.tsgarch.newsimpact
                        News Impact Plot
predict.tsgarch.estimate
                        Model Prediction
print.summary.tsgarch.estimate
                        Model Estimation Summary Print method
print.summary.tsgarch.profile
                        Profile Summary Print method
residuals.tsgarch.estimate
                        Extract Model Residuals
sigma.tsgarch.estimate
                        Extract Volatility (Conditional Standard
                        Deviation)
simulate.tsgarch.spec   Model Simulation
summary.tsgarch.estimate
                        GARCH Model Estimation Summary
summary.tsgarch.profile
                        GARCH Profile Summary
to_multi_estimate       Convert a list of tsgarch.estimate objects to a
                        multi_estimate object
tsbacktest.tsgarch.spec
                        Walk Forward Rolling Backtest
tsequation.tsgarch.estimate
                        Model Equation (LaTeX)
tsfilter.tsgarch.estimate
                        Model Filtering
tsprofile.tsgarch.spec
                        Model Parameter Profiling
unconditional.tsgarch.estimate
                        Unconditional Value
vcov.tsgarch.estimate   The Covariance Matrix of the Estimated
                        Parameters
