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arch.univariate.GARCH.volatility_updater
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    • Univariate Volatility Models
      • Introduction
      • Examples
      • Forecasting
      • Volatility Forecasting
      • Value-at-Risk Forecasting
      • Forecasting Scenarios
      • Forecasting with Exogenous Variables
      • Mean Models
      • Volatility Processes
        • arch.univariate.ConstantVariance
        • arch.univariate.GARCH
          • Carch.univariate.GARCH
            • arch.univariate.GARCH.backcast
            • arch.univariate.GARCH.backcast_transform
            • arch.univariate.GARCH.bounds
            • arch.univariate.GARCH.compute_variance
            • arch.univariate.GARCH.constraints
            • arch.univariate.GARCH.forecast
            • arch.univariate.GARCH.parameter_names
            • arch.univariate.GARCH.simulate
            • arch.univariate.GARCH.starting_values
            • arch.univariate.GARCH.update
            • arch.univariate.GARCH.variance_bounds
            • arch.univariate.GARCH.name
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            • arch.univariate.GARCH.start
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            • arch.univariate.GARCH.updateable
            • arch.univariate.GARCH.volatility_updater
              • PGARCH.volatility_updater
                • Returns
                • Return type
                • Raises
        • arch.univariate.FIGARCH
        • arch.univariate.EGARCH
        • arch.univariate.HARCH
        • arch.univariate.MIDASHyperbolic
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        • Parameterless Variance Processes
        • FixedVariance
        • Writing New Volatility Processes
      • Using the Fixed Variance Process
      • Distributions
      • Results
      • Utilities
      • Background and References
    • Bootstrapping
    • Multiple Comparison Problems
    • Unit Root Testing
    • Cointegration Analysis
    • Long-run Covariance Estimation
    • API Reference
    • Common Type Definitions
    • Change Log
    • PGARCH.volatility_updater
      • Returns
      • Return type
      • Raises

    arch.univariate.GARCH.volatility_updater¶

    property GARCH.volatility_updater : VolatilityUpdater¶

    Get the volatility updater associated with the volatility process

    Returns:¶

    The updater class

    Return type:¶

    arch.univariate.recursions.VolatilityUpdater

    Raises:¶

    NotImplementedError – If the process is not updateable

    Previous arch.univariate.GARCH.updateable
    Next arch.univariate.FIGARCH
    © Copyright 2021, Kevin Sheppard.
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