arch.univariate.RiskMetrics2006.backcast¶ RiskMetrics2006.backcast(resids: ndarray) → float | ndarray[source]¶ Construct values for backcasting to start the recursion Parameters:¶ resids: ndarray¶Vector of (approximate) residuals Returns:¶ backcast – Backcast values for each EWMA component Return type:¶ numpy.ndarray