Volatility (GARCH)

Toolset tsforecast_volatility: 1 tool.

Tool	What it does	Notes
`tsforecast_garch`	Fits GARCH(p,q) or ARCH(p) to a zero-mean return series (y, e.g. daily log returns in percent) or every series of a panel (data) by maximum likelihood.

Inputs, limits and outputs are described in Fincept TS Forecast. Full schemas: fincept_describe_tool.