bashtage / arch

git clone https://github.com/bashtage/arch.git

ARCH models in Python

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Star history (as recorded here)

2026-10-20 · 1,601 ★ 2026-10-21 · 1,602 ★

LanguagePython

License—

Created2014-08-29 (12y ago)

Last pushtoday

OwnerUser

GitHub topics

adf arch bootstrap df-gls dickey-fuller finance financial-econometrics forecasting garch model-confidence-set multiple-comparison-procedures phillips-perron reality-check risk spa time-series unit-root variance volatility

Links

GitHub: github.com/bashtage/arch
Homepage: http://bashtage.github.io/arch/
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