arch.univariate.distribution.Distribution.cdf

abstract Distribution.cdf(resids: Sequence[float] | ndarray | Series, parameters: Sequence[float] | ndarray | Series | None = None) ndarray[Any, dtype[float64]][source]

Cumulative distribution function

Parameters:
resids: Sequence[float] | ndarray | Series

Values at which to evaluate the cdf

parameters: Sequence[float] | ndarray | Series | None = None

Distribution parameters. Use None for parameterless distributions.

Returns:

f – CDF values

Return type:

numpy.ndarray