arch.univariate.RiskMetrics2006.volatility_updater¶

property RiskMetrics2006.volatility_updater : VolatilityUpdater¶

Get the volatility updater associated with the volatility process

Returns:¶

The updater class

Return type:¶

arch.univariate.recursions.VolatilityUpdater

Raises:¶

NotImplementedError – If the process is not updateable