Returns the estimate of the volatility according to the ARCH model.
If the sum of
the weights is not within 0.1 of 1, or the number of weights does not correspond
to the number of observations them the method will throw an exception. Note that
for the input arrays the first value observations[0]
is the latest
observation and observations[1]
is the previous observation and so on.
Exception Type | Condition |
---|---|
OptionsException | Thrown when the number of observations is not equal to the number of weights. |
Volatility Class | WebCab.Libraries.Finance.Portfolio Namespace