Arma-garch python

Arma-garch model python

import pandas as pd
from garch import garch

# load your data here
data = pd.read_csv('PATH_TO_MY_DATA.csv') # file name

# create garch object
garchModel = garch(data, PQ = (1,1), poq = (1,0,1))
# fit model in the data
garchModel.fit()

Source: github.com

Arma-garch python

GARC-ARMA

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