rugarch
Univariate GARCH Models
ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.5-5 |
rolling linux/jammy R-4.5 | rugarch_1.5-5.tar.gz |
4.5 MiB |
1.5-5 |
rolling linux/noble R-4.5 | rugarch_1.5-5.tar.gz |
4.5 MiB |
1.5-5 |
rolling source/ R- | rugarch_1.5-5.tar.gz |
2.6 MiB |
1.5-5 |
latest linux/jammy R-4.5 | rugarch_1.5-5.tar.gz |
4.5 MiB |
1.5-5 |
latest linux/noble R-4.5 | rugarch_1.5-5.tar.gz |
4.5 MiB |
1.5-5 |
latest source/ R- | rugarch_1.5-5.tar.gz |
2.6 MiB |
1.5-5 |
2026-04-26 source/ R- | rugarch_1.5-5.tar.gz |
2.6 MiB |
1.5-5 |
2026-04-23 source/ R- | rugarch_1.5-5.tar.gz |
2.6 MiB |
1.5-5 |
2026-04-09 windows/windows R-4.5 | rugarch_1.5-5.zip |
4.8 MiB |
1.5-3 |
2025-04-20 source/ R- | rugarch_1.5-3.tar.gz |
2.6 MiB |