High-Performance Open-Source Archive
predict function that makes it possible to
simulate future volatility and log-returns.plot has a new forecast argument that
makes it possible to include forecasted volatility.t model is estimated on
log scale and shifted by 2 so that it is guaranteed to be greater than
2. This is to ensure that the variance is finite.phi_logit and
rho_logit to logit_phi and
logit_rho to be consistent with other parameter names.
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