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arch 4.13 (+31) arch.univariate.base.ARCHModelResult.fit_stop

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

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.ARCHModelResult.fit_stop¶

property ARCHModelResult.fit_stop[source]¶: End of sample used to estimate parameters

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