arch.univariate.GARCH.backcast¶ GARCH.backcast(resids: ndarray[tuple[int], dtype[float64]] | Series) → float | ndarray[tuple[int], dtype[float64]][source]¶ Construct values for backcasting to start the recursion Parameters:¶ resids: ndarray[tuple[int], dtype[float64]] | Series¶Vector of (approximate) residuals Returns:¶ backcast – Value to use in backcasting in the volatility recursion Return type:¶ float