> ## 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.

# Long-run covariance

> Kernel (HAC) long-run covariance estimators: Bartlett/Newey-West, Parzen/Gallant, quadratic spectral/Andrews, Parzen-Riesz, Parzen geometric, Parzen-Cauchy, Tukey-Hamming, Tukey-Hanning and Tukey-Parzen, with data-driven bandwidths, kernel weights and HAC standard errors of the mean.

Toolset `vol_covariance`: 1 tool.

| Tool | What it does | Notes |
| - | - | - |
| `vol_long_run_covariance` | Kernel (HAC) estimate of the long-run covariance of one or more series: Bartlett/Newey-West, Parzen, quadratic spectral and six other kernels, with a fixed or data-driven bandwidth. | |

Inputs, limits and outputs are described in [Fincept Volatility](/guides/fincept-volatility). Full schemas: `fincept_describe_tool`.


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