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Posted: **Fri Aug 30, 2013 9:22 am**

Hi guys

what is the code to get the degree of freedom of the GARCH equation under t-distribution?

this code does not work.

dof=eq01.@df

Posted: **Fri Aug 30, 2013 9:33 am**

It is stored in the coefficient vector.

Something like:


=eq1.@coef(6)

in the case where you have 5 mean and variance equation parameters.

how to determine the degree of freedom in rolling GARCH?