> ## Documentation Index
> Fetch the complete documentation index at: https://docs.fincept.in/llms.txt
> Use this file to discover all available pages before exploring further.

# Volatility (GARCH)

> GARCH(p,q) and ARCH(p) conditional-variance models of return series: coefficients, persistence, unconditional variance, in-sample conditional volatility and the volatility forecast.

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](/guides/fincept-ts-forecast). Full schemas: `fincept_describe_tool`.


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