arch.univariate.volatility.VolatilityProcess.starting_values

abstract VolatilityProcess.starting_values(resids: ndarray[Any, dtype[float64]]) ndarray[Any, dtype[float64]][source]

Returns starting values for the ARCH model

Parameters:
resids: ndarray[Any, dtype[float64]]

Array of (approximate) residuals to use when computing starting values

Returns:

sv – Array of starting values

Return type:

numpy.ndarray