arch.univariate.MIDASHyperbolic.backcast¶ MIDASHyperbolic.backcast(resids: ndarray) → float | ndarray¶ Construct values for backcasting to start the recursion Parameters:¶ resids: ndarray¶Vector of (approximate) residuals Returns:¶ backcast – Value to use in backcasting in the volatility recursion Return type:¶ float