GARCHProcess

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Forms

GARCHProcess[κ, {α 1, …, α q}, {β 1, …, β p}]

GARCHProcess[κ, {α 1, …, α q}, {β 1, …, β p}, init]

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Related

ARCHProcess ARMAProcess ARProcess MAProcess TimeSeriesModelFit

All 6300 functions · Use this from an MCP client