arch.univariate.NGARCH.bounds¶

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

Return 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 of tuple of float