arch.univariate.volatility.VolatilityProcess.backcast_transform¶ VolatilityProcess.backcast_transform(backcast: float | ndarray) → float | ndarray[source]¶ Transformation to apply to user-provided backcast values Parameters:¶ backcast: float | ndarray¶User-provided backcast that approximates sigma2[0]. Returns:¶ backcast – Backcast transformed to the model-appropriate scale Return type:¶ {float, ndarray}