Examples for 'broom::tidy.garch'

### ** Examples


# feel free to ignore the following line—it allows {broom} to supply 
# examples without requiring the model-supplying package to be installed.
if (requireNamespace("tseries", quietly = TRUE)) {

# load libraries for models and data
library(tseries)

# load data
data(EuStockMarkets)

# fit model
dax <- diff(log(EuStockMarkets))[, "DAX"]
dax.garch <- garch(dax)
dax.garch

# summarize model fit with tidiers
tidy(dax.garch)
glance(dax.garch)

}