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arch 4.13 (+31) arch.univariate.base.ARCHModelFixedResult.aic

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Univariate Volatility Models
Model Results
arch.univariate.base.ARCHModelFixedResult

arch 4.13 (+31)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
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arch.univariate.base.ARCHModelFixedResult.aic¶

property ARCHModelFixedResult.aic[source]¶

Akaike Information Criteria

-2 * loglikelihood + 2 * num_params

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