# gollh {gogarch}

### Description

This function returns the negative of the log-Likelihood function for GO-GARCH models.

### Usage

gollh(params, object, garchlist)

### Arguments

- params
- Vector of initial values for
`theta`

. - object
- An object of class
`Goinit`

or an extension thereof. - garchlist
- List, elements are passed to
`garchFit`

.

### Details

The log-Likelihood function of GO-GARCH models is given as:

whereby Z = P Δ^{\frac{1}{2}} U_0, y_t = Z^{-1}x_t and H_t is the conditional variance matrix of the independent components.

### Values

- negll
- Scalar, the negative value of the log-Likelihood function.

### References

Van der Weide, Roy (2002), GO-GARCH: A Multivariate Generalized Orthogonal GARCH Model, *Journal of Applied Econometrics*, **17(5)**, 549 -- 564.

### See Also

`garchFit`

Documentation reproduced from package gogarch, version 0.7-2. License: GPL (>= 2)