arch.univariate.base.ARCHModelResult.conf_int

ARCHModelResult.conf_int(alpha: float = 0.05) DataFrame[source]

Parameter confidence intervals

Parameters:
alpha: float = 0.05

Size (prob.) to use when constructing the confidence interval.

Returns:

ci – Array where the ith row contains the confidence interval for the ith parameter

Return type:

pandas.DataFrame