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arch.univariate.base.ARCHModelForecast.simulations
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    • Univariate Volatility Models
      • Introduction
      • Examples
      • Forecasting
        • Output Classes
          • arch.univariate.base.ARCHModelForecast
            • Carch.univariate.base.ARCHModelForecast
              • arch.univariate.base.ARCHModelForecast.mean
              • arch.univariate.base.ARCHModelForecast.residual_variance
              • arch.univariate.base.ARCHModelForecast.simulations
                • PARCHModelForecast.simulations
                  • Returns
                  • Return type
              • arch.univariate.base.ARCHModelForecast.variance
          • arch.univariate.base.ARCHModelForecastSimulation
          • arch.univariate.volatility.VarianceForecast
      • Volatility Forecasting
      • Value-at-Risk Forecasting
      • Forecasting Scenarios
      • Forecasting with Exogenous Variables
      • Mean Models
      • Volatility Processes
      • Using the Fixed Variance Process
      • Distributions
      • Results
      • Utilities
      • Background and References
    • Bootstrapping
    • Multiple Comparison Problems
    • Unit Root Testing
    • Cointegration Analysis
    • Long-run Covariance Estimation
    • API Reference
    • Common Type Definitions
    • Change Log
    • PARCHModelForecast.simulations
      • Returns
      • Return type

    arch.univariate.base.ARCHModelForecast.simulations¶

    property ARCHModelForecast.simulations : ARCHModelForecastSimulation¶

    Detailed simulation results if using a simulation-based method

    Returns:¶

    Container for simulation results

    Return type:¶

    ARCHModelForecastSimulation

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