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arch 7.0.0

arch.univariate.GARCH.start

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arch 7.0.0

Univariate Volatility Models
Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Change Log

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PGARCH.start

arch.univariate.GARCH.start¶

property GARCH.start : int¶: Index to use to start variance subarray selection

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