arch.univariate.EGARCH.backcast¶ EGARCH.backcast(resids: ndarray[Any, dtype[float64]]) → float | ndarray[Any, dtype[float64]][source]¶ Construct values for backcasting to start the recursion Parameters:¶ resids: ndarray[Any, dtype[float64]]¶Vector of (approximate) residuals Returns:¶ backcast – Value to use in backcasting in the volatility recursion Return type:¶ float