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 |
2026-04-09 windows/windows R-4.5 | rugarch_1.5-5.zip |
4.8 MiB |