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arch.univariate.base.ARCHModel.simulate
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    • MARCHModel.simulate

    arch.univariate.base.ARCHModel.simulate¶

    abstract ARCHModel.simulate(params: ndarray | Series | Sequence[float], nobs: int, burn: int = 500, initial_value: float | None = None, x: ndarray | DataFrame | Series | None = None, initial_value_vol: float | None = None) → DataFrame[source]¶
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