You can't appeal a settlement. You can make a motion to re-open or set aside a settlement... but the circumstances would have to be very unusual (which a threat to have you arrested would be - if it can be proved.)
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I find it hard to believe a judge made that threat. Unless you heard it yourself I'd be suspicious.
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In short, no - you can only file a motion to vacate the settlement. For a full assessment, schedule a consultation with a NYC Divorce attorney.
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Judges do threaten litigants and/or their attorneys - seek help from a qualified NY divorce attorney.
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No, you can't appeal a settlement. On the other hand, if you meet certain criteria (such as fraud, duress, overreaching or if the Agreement is unconscionable) you may be able to set aside and vacate the settlement. This is, however, difficult to do. Moreover, unless there is a record of the judge's threat it is unlikely that another court will give credence to this argument. Frankly, your issue may be with your attorney.
As a general rule, you must have been "grieved" in order to file an appeal. Here, you consented to the settlement. As a consequence, you are not "grieved."
However, that does not slam the door on your options. As many of my collegues have posted, you may be able to set aside the Stipulation. In the event you wish to proceed with setting aside the Stipulation, it will be your burden to prove the basis of the claim (i.e. fraud, duress, unconscionability, etc). Good luck.