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arch.univariate.EGARCH.bounds
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    • Univariate Volatility Models
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            • arch.univariate.EGARCH.compute_variance
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    • MEGARCH.bounds
      • Parameters
        • presids
      • Returns
      • Return type

    arch.univariate.EGARCH.bounds¶

    EGARCH.bounds(resids: ndarray[Any, dtype[float64]]) → list[tuple[float, float]][source]¶

    Returns bounds for parameters

    Parameters:¶
    resids: ndarray[Any, dtype[float64]]¶

    Vector of (approximate) residuals

    Returns:¶

    bounds – List of bounds where each element is (lower, upper).

    Return type:¶

    list[tuple[float,float]]

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