Plot standardized residuals and conditional volatility
String containing frequency of data that indicates plot should contain annualized volatility. Supported values are ‘D’ (daily), ‘W’ (weekly) and ‘M’ (monthly), which scale variance by 252, 52, and 12, respectively.
Value to use when scaling returns to annualize. If scale is provided, annualize is ignored and the value in scale is used.
Handle to the figure
>>> from arch import arch_model >>> am = arch_model(None) >>> sim_data = am.simulate([0.0, 0.01, 0.07, 0.92], 2520) >>> am = arch_model(sim_data['data']) >>> res = am.fit(update_freq=0, disp='off') >>> fig = res.plot()
Produce a plot with annualized volatility
>>> fig = res.plot(annualize='D')
Override the usual scale of 252 to use 360 for an asset that trades most days of the year
>>> fig = res.plot(scale=360)
- Return type