ts-models-ARCH1: Simulation of an ARCH(1) time series.
In quantspec: Quantile-Based Spectral Analysis of Time Series

Returns a simulated time series (Y_t) that fulfills the following equation:

Y_t = Z_t σ_t, \quad σ_t^2 = a_0 + a_1 Y_{t-1}^2 + ε_t

where a_0 and a_1 are parameters and ε_t is independent white noise with marginal distribution specified by the parameter innov.

1	ARCH1(n, a0, a1, overhead = 500, innov = rnorm)

`n`	length of the time series to be returned
`a0`	parameter
`a1`	parameter
`overhead`	an integer specifying the “warmup” period to reach an approximate stationary start for the times series
`innov`	a function with one parameter `n` that yields `n` independent pseudo random numbers each time it is called.