Volatility · Conditional Heteroskedasticity

garch

GARCH(1,1) Volatility. GARCH(p,q) conditional-variance model + persistence. EViews/OxMetrics 'GARCH'.

Identity

version 1.0.0 · capability volatility · min_obs 100 · runner r (garch.R)

Primitives

—

Composes with

not yet a catalog field — operator-composition metadata lands with Pathway F; nothing is invented here.

Parameters

name	type	req
series	series (n=1)	required
p	int	optional
q	int	optional

Returns

method,dataset,series,n,order,coefficients,persistence,high_persistence,log_likelihood,current_cond_vol,mean_cond_vol,interpretation

Paper

none — honest: a substrate method; no single companion paper claims it.

Changelog

[object Object]

Run it

curl -s -X POST https://shssm-compute-b7ui3oxaqq-el.a.run.app/api/compute/run \
  -H "Content-Type: application/json" \
  -d '{"method":"garch","params":{"series":["India"]}}'

▶ open in the Workbench with garch preselected

Generated from GET /api/compute/catalog by scripts/gen-man.mjs — the catalog is the truth; no hand-written method docs. · Econstellar · SHSSM, IIT Bhubaneswar.