arch.univariate.volatility.VolatilityProcess.bounds¶

abstract VolatilityProcess.bounds(resids: ndarray[Any, dtype[float64]]) → list[tuple[float, float]][source]¶

Returns bounds for parameters

Parameters:¶

resids: ndarray[Any, dtype[float64]]¶

Vector of (approximate) residuals

Returns:¶

bounds – List of bounds where each element is (lower, upper).

Return type:¶

list[tuple[float,float]]