VaR                     Compute Value-at-Risk (VaR) and expected
                        shortfall (ES)
absMoments              Absolute moments of GARCH distributions
coef-methods            GARCH coefficients methods
fGARCH-class            Class "fGARCH" - fitted ARMA-GARCH/APARCH
                        models
fGARCHSPEC-class        Class "fGARCHSPEC"
fGarch-package          Modelling heterskedasticity in financial time
                        series
fGarchData              Time series datasets
fUGARCHSPEC-class       Class 'fUGARCHSPEC'
fitted-methods          Extract GARCH model fitted values
formula-methods         Extract GARCH model formula
garchFit                Fit univariate and multivariate GARCH-type
                        models
garchFitControl         Control GARCH fitting algorithms
garchSim                Simulate univariate GARCH/APARCH time series
garchSpec               Univariate GARCH/APARCH time series
                        specification
ged                     Standardized generalized error distribution
gedFit                  Generalized error distribution parameter
                        estimation
plot-methods            GARCH plot methods
predict-methods         GARCH prediction function
residuals-methods       Extract GARCH model residuals
sged                    Skew generalized error distribution
sgedFit                 Skew generalized error distribution parameter
                        estimation
snorm                   Skew normal distribution
snormFit                Skew normal distribution parameter estimation
snormSlider             Visualise skew normal, (skew) Student-t and
                        (skew) GED distributions
sstd                    Skew Student-t distribution
sstdFit                 Skew Student-t distribution parameter
                        estimation
stats-tsdiag            Diagnostic plots and statistics for fitted
                        GARCH models
std                     Standardized Student-t distribution
stdFit                  Student-t distribution parameter estimation
summary-methods         fGARCH method for the summary function
volatility              Extract GARCH model volatility
