arch.univariate.base.ARCHModelResult.conf_int¶

ARCHModelResult.conf_int(alpha: float = 0.05) → pd.DataFrame[source]¶

Parameter confidence intervals

Parameters:¶

alpha: float = 0.05¶

Size (prob.) to use when constructing the confidence interval.

Returns:¶

ci – Array where the ith row contains the confidence interval for the ith parameter

Return type:¶

pandas.DataFrame