In R's garchFit (fGarch) I can simply call "@h.t" or "@sigma.t" to get the conditional variance or standard deviation for a fitted GARCH model.

Is there a convenient way achieve this with Mathematica's TimeSeriesModelFit[] (or EstimatedProcess[]).

data = RandomFunction[GARCHProcess[1, {.1}, {.2}], {0, 100}]
tsm = TimeSeriesModelFit[data, {"GARCH", {1, 1}}]

Conditional variance does not seem to be a part of tsm["Properties"].


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