arch.univariate.ConstantVariance.starting_values¶

ConstantVariance.starting_values(resids: ndarray[Any, dtype[float64]]) → ndarray[Any, dtype[float64]][source]¶

Returns starting values for the ARCH model

Parameters:¶

resids: ndarray[Any, dtype[float64]]¶

Array of (approximate) residuals to use when computing starting values

Returns:¶

sv – Array of starting values

Return type:¶

numpy.ndarray