arch.univariate.ZeroMean.compute_param_cov¶ ZeroMean.compute_param_cov(params, backcast=None, robust=True)¶ Computes parameter covariances using numerical derivatives. Parameters params (ndarray) -- Model parameters backcast (float) -- Value to use for pre-sample observations robust (bool, optional) -- Flag indicating whether to use robust standard errors (True) or classic MLE (False) Return type ndarray