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arch 6.3.0

arch.univariate.GARCH.updateable

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arch 6.3.0

Univariate Volatility Models
Univariate Volatility Models
- Introduction
- Examples
- Forecasting
- Volatility Forecasting
- Value-at-Risk Forecasting
- Forecasting Scenarios
- Forecasting with Exogenous Variables
- Mean Models
- Volatility Processes
  Volatility Processes
- Using the Fixed Variance Process
- Distributions
- Results
- Utilities
- Background and References
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Change Log

Contents

PGARCH.updateable

arch.univariate.GARCH.updateable¶

property GARCH.updateable : bool¶: Flag indicating that the volatility process supports update

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© Copyright 2021, Kevin Sheppard.

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