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arch 4.13 (+31)
arch.univariate.GARCH.name
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ARCH
Univariate Volatility Models
Volatility Processes
arch.univariate.GARCH
arch 4.13 (+31)
ARCH
Univariate Volatility Models
Introduction
Examples
Forecasting
Volatility Forecasting
Value-at-Risk Forecasting
Forecasting Scenarios
Mean Models
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
Change Log
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arch.univariate.GARCH.name
¶
property
GARCH.
name
¶
The name of the volatilty process
Return type
str