Skip to content
arch 7.2.0
arch.univariate.ARCH.name
Initializing search
arch
arch 7.2.0
arch
Univariate Volatility Models
Univariate Volatility Models
Introduction
Examples
Forecasting
Volatility Forecasting
Value-
at-
Risk Forecasting
Forecasting Scenarios
Forecasting with Exogenous Variables
Mean Models
Volatility Processes
Volatility Processes
arch.
univariate.
Constant
Variance
arch.
univariate.
GARCH
arch.
univariate.
FIGARCH
arch.
univariate.
EGARCH
arch.
univariate.
HARCH
arch.
univariate.
MIDASHyperbolic
arch.
univariate.
ARCH
arch.
univariate.
ARCH
C
arch.
univariate.
ARCH
C
arch.
univariate.
ARCH
arch.
univariate.
ARCH.
backcast
arch.
univariate.
ARCH.
backcast_
transform
arch.
univariate.
ARCH.
bounds
arch.
univariate.
ARCH.
compute_
variance
arch.
univariate.
ARCH.
constraints
arch.
univariate.
ARCH.
forecast
arch.
univariate.
ARCH.
parameter_
names
arch.
univariate.
ARCH.
simulate
arch.
univariate.
ARCH.
starting_
values
arch.
univariate.
ARCH.
update
arch.
univariate.
ARCH.
variance_
bounds
arch.
univariate.
ARCH.
name
arch.
univariate.
ARCH.
name
Contents
P
ARCH.
name
arch.
univariate.
ARCH.
num_
params
arch.
univariate.
ARCH.
start
arch.
univariate.
ARCH.
stop
arch.
univariate.
ARCH.
updateable
arch.
univariate.
ARCH.
volatility_
updater
arch.
univariate.
APARCH
Parameterless Variance Processes
Fixed
Variance
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
Contents
P
ARCH.
name
arch.univariate.ARCH.name
¶
property
ARCH.
name
:
str
¶
The name of the volatility process