arch.univariate.EGARCH.backcast_transform¶ EGARCH.backcast_transform(backcast: float | ndarray[Any, dtype[float64]]) → float | ndarray[Any, dtype[float64]][source]¶ Transformation to apply to user-provided backcast values Parameters:¶ backcast: float | ndarray[Any, dtype[float64]]¶User-provided backcast that approximates sigma2[0]. Returns:¶ backcast – Backcast transformed to the model-appropriate scale Return type:¶ {float, ndarray}