arch.univariate.EWMAVariance.variance_bounds¶
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EWMAVariance.variance_bounds(resids: ndarray[tuple[int], dtype[float64]] | Series, power: float =
2.0
) ndarray[tuple[int, int], dtype[float64]] ¶ Construct loose bounds for conditional variances.
These bounds are used in parameter estimation to ensure that the log-likelihood does not produce NaN values.