indipsa                 Selective Stock Price Index
tvGarchKalmanFit        Fit the time-varying (Tv) parameters of the
                        GARCH model (tv-Garch) by using the Kalman
                        Filter method. The tv-parameters are determined
                        by deterministic functions of either linear or
                        non-linear type.
tvGarchKalmanLoglike    Models tv-Garch Filter Kalman LogLikehood.
tvGarchKalmanPrint      Models tv-Garch Filter Kalman print outputs.
tvGarch_Sim             Generating Simulations using a tv-Garch Model
tvParameter             Structure of the Time-Varying GARCH(1,1)
                        Parameters
