arch.univariate.EGARCH.bounds¶

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

Returns bounds for parameters

Parameters:¶

resids: ndarray[tuple[int], dtype[float64]] | Series¶

Vector of (approximate) residuals

Returns:¶

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

Return type:¶

list[tuple[float,float]]