Welcome to parametricGarch documentation!

Contents:

• Garch
  • Garch.bootstrap()
  • Garch.bootstrap_samples
  • Garch.bootstrap_summary
  • Garch.conditional_volatility
  • Garch.estimate_risk()
  • Garch.forecast_mean
  • Garch.forecast_residual_variance
  • Garch.forecast_variance
  • Garch.standardised_residuals
  • Garch.summary
• Python API
  • Garch

Indices and tables

• Index

• Module Index

• Search Page