# GARCH Parameters Standard Errors

How do you compute the standard errors of a GARCH model estimated with MLE ?

This paper references a method by Bollerslev-Wooldridge: [...] and computed standard errors using the robust method of Bollerslev-Wooldridge

Do you know of an implementation of this method (whatever the language)?

The fGarch package function garchFit() provides this functionality if you call it with cond.dist = 'QMLE'. Check out the documentation on the CRAN page.