Description
Univariate GARCH models can be fitted in R for volatility modeling and time-series analysis. Analysts use it for financial or economic series with changing variance over time.
FICHA · AUR
r-rugarch
Univariate GARCH Models
- R GARCH model library
- LIBRARY
- R
- Dependency only
official+codex · reviewed · Jun 4, 2026 description in
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