rugarch
Univariate GARCH Models

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rugarch: Univariate GARCH Models
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API

API for rugarch
Univariate GARCH Models

Global functions
.BerkowitztLRtail Source code
.CArrange Source code
.DistributionBounds Source code
.ForwardDates Source code
.Log Source code
.VaRplot Source code
.VaRreport Source code
.WeekDayDummy Source code
.abind Source code
.absHmom Source code
.afunE Source code
.aparchLLH Source code
.aparchcon Source code
.aparchfilter Source code
.aparchfit Source code
.aparchforecast Source code
.aparchforecast2 Source code
.aparchni Source code
.aparchpath Source code
.aparchpath1 Source code
.aparchpath2 Source code
.aparchsim Source code
.aparchsim1 Source code
.aparchsim2 Source code
.aparchstart Source code
.arfimaLLH Source code
.arfimaLikelihood Source code
.arfimabootdf Source code
.arfimacoef Source code
.arfimadistdf Source code
.arfimadistribution Source code
.arfimafilter Source code
.arfimafit Source code
.arfimafitC Source code
.arfimafitted Source code
.arfimafittedmf Source code
.arfimaforecast Source code
.arfimaforecast2 Source code
.arfimainfocriteria Source code
.arfimapath Source code
.arfimaresids Source code
.arfimaroll Source code
.arfimarolldf Source code
.arfimarollreport Source code
.arfimasim Source code
.arfimastart Source code
.arfimaxfilter Source code
.arfimaxsim Source code
.arma2dplot Source code
.armaroots Source code
.armaxsim Source code
.autoarfima1 Source code
.autoarfima2 Source code
.bfit Source code
.block_bootstrap Source code
.box.test Source code
.boxcoxtransform Source code
.bsample Source code
.checkallfixed Source code
.checkrec Source code
.colorgradient Source code
.commbench Source code
.confint.garch Source code
.convergence Source code
.convergenceroll Source code
.csgarchLLH Source code
.csgarchcon Source code
.csgarchfilter Source code
.csgarchfit Source code
.csgarchforecast Source code
.csgarchforecast2 Source code
.csgarchpath Source code
.csgarchpath1 Source code
.csgarchpath2 Source code
.csgarchsim Source code
.csgarchsim1 Source code
.csgarchsim2 Source code
.csgarchstart Source code
.custzdist Source code
.daily2intraday Source code
.deltaKappaGH Source code
.densityoverlay Source code
.densityoverlay2 Source code
.dist2dplot Source code
.distinctcolors11 Source code
.distplot Source code
.distributionstart Source code
.diurnal_series Source code
.diurnal_series_aligned Source code
.divisortable Source code
.dkurtosis Source code
.dskewness Source code
.dweibull Source code
.efunE Source code
.egarchLLH Source code
.egarchcon Source code
.egarchfilter Source code
.egarchfit Source code
.egarchforecast Source code
.egarchforecast2 Source code
.egarchni Source code
.egarchpath Source code
.egarchpath1 Source code
.egarchpath2 Source code
.egarchsim Source code
.egarchsim1 Source code
.egarchsim2 Source code
.egarchstart Source code
.embed Source code Source code
.evalcv Source code
.expand.model Source code
.exprmseroc Source code
.extractdata Source code
.ffunE Source code
.fgarchLLH Source code
.fgarchModel Source code
.fgarchcon Source code
.fgarchfilter Source code
.fgarchfit Source code
.fgarchforecast Source code
.fgarchforecast2 Source code
.fgarchni Source code
.fgarchpath Source code
.fgarchpath1 Source code
.fgarchpath2 Source code
.fgarchsim Source code
.fgarchsim1 Source code
.fgarchsim2 Source code
.fgarchstart Source code
.figarchLLH Source code
.figarchcon Source code
.figarchfilter Source code
.figarchfit Source code
.figarchforecast Source code
.figarchforecast2 Source code
.figarchpath Source code
.figarchpath1 Source code
.figarchsim Source code
.figarchsim1 Source code
.figarchstart Source code
.filterpersistence Source code
.fitandextract Source code
.fitandextractarfima Source code
.fmodelBounds Source code
.forcdates Source code
.forcregressors Source code
.fpm1 Source code
.fpm2 Source code
.fracdiff Source code
.garchconbounds Source code
.garchsolver Source code
.garchstart Source code
.gedexkurt Source code
.gedplot Source code
.gedscale Source code
.gedskew Source code
.generatefwd Source code
.genxts Source code
.getarfimaspec Source code
.getcontrol Source code
.getspec Source code
.getspec2 Source code
.ghstexkurt Source code
.ghstplot Source code
.ghstscale Source code
.ghstskew Source code
.ghypdomain Source code
.ghypexkurt Source code
.ghypmu Source code
.ghypscale Source code
.ghypsigma Source code
.ghypskew Source code
.ghyptransform Source code
.gjrfunE Source code
.gjrgarchLLH Source code
.gjrgarchcon Source code
.gjrgarchfilter Source code
.gjrgarchfit Source code
.gjrgarchforecast Source code
.gjrgarchforecast2 Source code
.gjrgarchni Source code
.gjrgarchpath Source code
.gjrgarchpath1 Source code
.gjrgarchpath2 Source code
.gjrgarchsim Source code
.gjrgarchsim1 Source code
.gjrgarchsim2 Source code
.gofTest Source code
.gosolnpctrl Source code
.gosolnpsolver Source code
.halflife1 Source code
.halflife2 Source code
.hccm Source code
.hessian2sided Source code
.hessian2sidedcpp Source code
.hweibull Source code
.hybridsolver Source code
.hygarchstart Source code
.hypdomain Source code
.igarchLLH Source code
.igarchcon Source code
.igarchfilter Source code
.igarchfit Source code
.igarchforecast Source code
.igarchforecast2 Source code
.igarchpath Source code
.igarchpath1 Source code
.igarchpath2 Source code
.igarchsim Source code
.igarchsim1 Source code
.igarchsim2 Source code
.igarchstart Source code
.information.test Source code
.intergarchbootPlot Source code
.intergarchdistPlot Source code
.intergarchfilterPlot Source code
.intergarchfitPlot Source code
.intergarchforecastPlot Source code
.intergarchpathPlot Source code
.intergarchrollPlot Source code
.intergarchsimPlot Source code
.intraday2daily Source code
.jsudomain Source code
.jsuexkurt Source code
.jsuplot Source code
.jsuscale Source code
.jsuskew Source code
.kappaGH Source code
.kfit Source code
.kurtosis Source code
.lagmatrix Source code
.lagx Source code
.lbfgsctrl Source code
.lbfgssolver Source code
.likDurationW Source code
.linear.hypothesis Source code
.linear.hypothesis.default Source code
.makeHypothesis Source code
.makeSample Source code
.makearfimafitmodel Source code
.makedate Source code
.makefitmodel Source code
.mcaparchstart Source code
.mcsgarchLLH Source code
.mcsgarchfilter Source code
.mcsgarchfit Source code
.mcsgarchforecast Source code
.mcsgarchforecast2 Source code
.mcsgarchpath Source code
.mcsgarchsim Source code
.meanlossfn Source code Source code
.medianlossfn Source code Source code
.meqstart Source code
.meqstartpars Source code
.model2spec Source code
.modelcomb Source code
.multgarchbootPlot Source code
.multgarchdistPlot Source code
.multgarchfilterPlot Source code
.multgarchfitPlot Source code
.multgarchforecastPlot Source code
.multgarchpathPlot Source code
.multgarchrollPlot Source code
.multgarchsimPlot Source code
.multifilterarfima1 Source code
.multifilterarfima2 Source code
.multifiltergarch1 Source code
.multifiltergarch2 Source code
.multifitarfima Source code
.multifitgarch Source code
.multiforecastarfima1 Source code
.multiforecastarfima2 Source code
.multiforecastgarch1 Source code
.multiforecastgarch2 Source code
.multispecall Source code
.multispecarfima Source code
.multispecgarch Source code
.naparchforecast Source code
.ncsgarchforecast Source code
.negarchforecast Source code
.newsimpact Source code
.nfgarchforecast Source code
.nfigarchforecast Source code
.ngjrgarchforecast Source code
.nigarchforecast Source code
.nigdomain Source code
.nigexkurt Source code
.nigmu Source code
.nigplot Source code
.nigscale Source code
.nigsigma Source code
.nigskew Source code
.nigtransform Source code
.nlminbctrl Source code
.nlminbsolver Source code
.nloptrctrl Source code
.nloptrsolver Source code
.nmcsgarchforecast Source code
.norm2snorm1 Source code
.norm2snorm2 Source code
.normscale Source code
.nrealgarchforecast Source code
.nsgarchforecast Source code
.numeric2xts Source code
.nyblomCritical Source code
.nyblomTest Source code
.onUnload Source code
.paramGH Source code
.paramGHST Source code
.persistanstgarch Source code
.persistaparch1 Source code
.persistaparch2 Source code
.persistcsgarch1 Source code
.persistcsgarch2 Source code
.persistegarch1 Source code
.persistegarch2 Source code
.persistence1 Source code
.persistence2 Source code
.persistence3 Source code
.persistfgarch1 Source code
.persistfgarch2 Source code
.persistgjrgarch1 Source code
.persistgjrgarch2 Source code
.persistmcsgarch1 Source code
.persistmcsgarch2 Source code
.persistrealgarch1 Source code
.persistrealgarch2 Source code
.persistsgarch1 Source code
.persistsgarch2 Source code
.plot.garchboot.1 Source code
.plot.garchboot.2 Source code
.plot.garchboot.3 Source code
.plot.garchdist.1 Source code
.plot.garchdist.2 Source code
.plot.garchdist.3 Source code
.plot.garchdist.4 Source code
.plot.garchfilter.1 Source code
.plot.garchfilter.10 Source code
.plot.garchfilter.11 Source code
.plot.garchfilter.12 Source code
.plot.garchfilter.2 Source code
.plot.garchfilter.3 Source code
.plot.garchfilter.4 Source code
.plot.garchfilter.5 Source code
.plot.garchfilter.6 Source code
.plot.garchfilter.7 Source code
.plot.garchfilter.8 Source code
.plot.garchfilter.9 Source code
.plot.garchfit.1 Source code
.plot.garchfit.10 Source code
.plot.garchfit.11 Source code
.plot.garchfit.12 Source code
.plot.garchfit.2 Source code
.plot.garchfit.3 Source code
.plot.garchfit.4 Source code
.plot.garchfit.5 Source code
.plot.garchfit.6 Source code
.plot.garchfit.7 Source code
.plot.garchfit.8 Source code
.plot.garchfit.9 Source code
.plot.garchforecast.1 Source code
.plot.garchforecast.2 Source code
.plot.garchforecast.3 Source code
.plot.garchforecast.4 Source code
.plot.garchpath.1 Source code
.plot.garchpath.2 Source code
.plot.garchpath.3 Source code
.plot.garchpath.4 Source code
.plot.garchroll.1 Source code
.plot.garchroll.2 Source code
.plot.garchroll.3 Source code
.plot.garchroll.4 Source code
.plot.garchroll.5 Source code
.plot.garchsim.1 Source code
.plot.garchsim.2 Source code
.plot.garchsim.3 Source code
.plot.garchsim.4 Source code
.plotarmamodel Source code
.plotarmaroots Source code
.plotgarchboot Source code
.plotgarchdist Source code
.plotgarchfilter Source code
.plotgarchfit Source code
.plotgarchforecast Source code
.plotgarchpath Source code
.plotgarchroll Source code
.plotgarchsim Source code
.pnegfunE Source code
.pointsarmaroots Source code
.printHypothesis Source code
.psghst Source code
.publishbench Source code
.pweibull Source code
.qnigC Source code
.qsghst Source code
.qsnigC Source code
.quicksimulate Source code
.realgarchLLH Source code
.realgarchcon Source code
.realgarchfilter Source code
.realgarchfit Source code
.realgarchforecast Source code
.realgarchforecast2 Source code
.realgarchni Source code
.realgarchpath Source code
.realgarchsim Source code
.realgarchstart Source code
.reduce Source code
.resume Source code
.resumeroll.mcs Source code
.resumeroll.real Source code
.resumeroll1 Source code
.resumeroll2 Source code
.rgigjd Source code
.rgigjd1 Source code
.rmse Source code
.rmseplots Source code
.rollVaRreport1 Source code
.rollVaRreport2 Source code
.rollfdensity Source code
.rollfdensity.mcs Source code
.rollfdensity.real Source code
.rollfpmreport1 Source code
.rollfpmreport2 Source code
.rsfit Source code
.safefit Source code
.safefitarfima Source code
.scaledist Source code
.sdigit Source code
.serieserrorplot Source code
.setbounds Source code
.setfixed Source code
.setfixedarfima Source code
.setstart Source code
.setstartarfima Source code
.sfit Source code
.sgarchLLH Source code
.sgarchcon Source code
.sgarchfilter Source code
.sgarchfit Source code
.sgarchforecast Source code
.sgarchforecast2 Source code
.sgarchni Source code
.sgarchpath Source code
.sgarchpath1 Source code
.sgarchpath2 Source code
.sgarchsim Source code
.sgarchsim1 Source code
.sgarchsim2 Source code
.sgedexkurt Source code
.sgedplot Source code
.sgedscale Source code
.sgedskew Source code
.sghypexkurt Source code
.sghypskew Source code
.sigmaerrorplot Source code
.sigmat Source code
.signbiasTest Source code
.signpluszero Source code
.simlayout Source code
.simregressors Source code
.skewness Source code
.snigexkurt Source code
.snigskew Source code
.snormexkurt Source code
.snormplot Source code
.snormscale Source code
.snormskew Source code
.solnpctrl Source code
.solnpsolver Source code
.sstddomain Source code
.sstdexkurt Source code
.sstdplot Source code
.sstdscale Source code
.sstdskew Source code
.stars Source code
.stationary_bootstrap Source code
.statsplot Source code
.stdexkurt Source code
.stdplot Source code
.stdscale Source code
.stdskew Source code
.stime Source code
.taufn Source code
.ub1f1 Source code
.ub1f2 Source code
.ub1p1 Source code
.ub1p2 Source code
.ugarchLikelihood Source code
.ugarchbootdf Source code
.ugarchbootfit Source code
.ugarchbootspec Source code
.ugarchdistdf Source code
.ugarchdistribution Source code
.ugarchfilter Source code
.ugarchfiltercoef Source code
.ugarchfit Source code
.ugarchfitcoef Source code
.ugarchfitted Source code
.ugarchfittedmf Source code
.ugarchforecast1 Source code
.ugarchforecast2 Source code
.ugarchinfocriteria Source code
.ugarchmultifiltercoef Source code
.ugarchmultifitcoef Source code
.ugarchpath Source code
.ugarchpit Source code
.ugarchquantile Source code
.ugarchresids Source code
.ugarchroll Source code
.ugarchrollcoef Source code
.ugarchrolldf Source code
.ugarchrollreport Source code
.ugarchsigma Source code
.ugarchsigmamf Source code
.ugarchsim Source code
.ugarchspec Source code
.uncaparch1 Source code
.uncaparch2 Source code
.unccsgarch1 Source code
.unccsgarch2 Source code
.uncegarch1 Source code
.uncegarch2 Source code
.uncfgarch1 Source code
.uncfgarch2 Source code
.uncgjrgarch1 Source code
.uncgjrgarch2 Source code
.uncmcsgarch1 Source code
.uncmcsgarch2 Source code
.unconditional1 Source code
.unconditional2 Source code
.unconditional3 Source code
.unconditional4 Source code
.unconditionalmean1 Source code
.unconditionalmean11 Source code
.unconditionalmean2 Source code
.unconditionalmean21 Source code
.uncrealgarch1 Source code
.uncrealgarch2 Source code
.uncrealgarchr Source code
.uncsgarch1 Source code
.uncsgarch2 Source code
.unique_intraday Source code
.unique_time Source code
.unitroot Source code
.validarfimafilterlist Source code
.validarfimafitlist Source code
.validarfimaforecastlist Source code
.validarfimaspeclist Source code
.validfilterlist Source code
.validfitlist Source code
.validforecastlist Source code
.validspeclist Source code
.vcov Source code
.vcov.default Source code
.waldcomomtest Source code
.weightedBoxTest Source code
.xarfimaspec Source code
.zarfimaspec Source code
ARFIMA-class Man page
ARFIMAdistribution-class Man page
ARFIMAfilter-class Man page
ARFIMAfit-class Man page
ARFIMAforecast-class Man page
ARFIMAmultifilter-class Man page
ARFIMAmultifit-class Man page
ARFIMAmultiforecast-class Man page
ARFIMAmultispec-class Man page
ARFIMApath-class Man page
ARFIMAroll-class Man page
ARFIMAsim-class Man page
ARFIMAspec-class Man page
BerkowitzTest Man page Source code
DACTest Man page Source code
ESTest Man page Source code
GARCHboot-class Man page
GARCHdistribution-class Man page
GARCHfilter-class Man page
GARCHfit-class Man page
GARCHforecast-class Man page
GARCHpath-class Man page
GARCHroll-class Man page
GARCHsim-class Man page
GARCHspec-class Man page
GARCHtests-class Man page
GMMTest Man page Source code
HLTest Man page Source code
Heaviside Source code
Momstat Source code
Rcc1 Source code
VaRDurTest Man page Source code
VaRTest Man page Source code
VaRloss Man page Source code
VaRplot Man page Source code
aparchKappa Source code
arfimacv Man page Source code
arfimadistribution Man page Source code
arfimadistribution,ANY-method Man page
arfimadistribution,ARFIMAfit-method Man page
arfimadistribution,ARFIMAspec-method Man page
arfimadistribution-methods Man page
arfimaf Source code
arfimafilter Man page Source code
arfimafilter,ANY-method Man page
arfimafilter,ARFIMAspec-method Man page
arfimafilter-methods Man page
arfimafit Man page Source code
arfimafit,ANY-method Man page
arfimafit,ARFIMAspec-method Man page
arfimafit-methods Man page
arfimaforecast Man page Source code
arfimaforecast,ANY-method Man page
arfimaforecast,ARFIMAfit-method Man page
arfimaforecast,ARFIMAspec-method Man page
arfimaforecast-methods Man page
arfimapath Man page Source code
arfimapath,ANY-method Man page
arfimapath,ARFIMAspec-method Man page
arfimapath-methods Man page
arfimaroll Man page Source code
arfimaroll,ANY-method Man page
arfimaroll,ARFIMAspec-method Man page
arfimaroll-methods Man page
arfimasim Man page Source code
arfimasim,ANY-method Man page
arfimasim,ARFIMAfit-method Man page
arfimasim-methods Man page
arfimaspec Man page Source code
arfimaspec,ANY-method Man page
arfimaspec-methods Man page
armaf Source code
as.data.frame,ARFIMAdistribution-method Man page
as.data.frame,ARFIMAroll-method Man page
as.data.frame,uGARCHboot-method Man page
as.data.frame,uGARCHdistribution-method Man page
as.data.frame,uGARCHroll-method Man page
autoarfima Man page Source code
backcastv Source code
besselRatio Source code
binexpansion Source code
bootstrap Source code
coef,ARFIMAfilter-method Man page
coef,ARFIMAfit-method Man page
coef,ARFIMAmultifilter-method Man page
coef,ARFIMAmultifit-method Man page
coef,ARFIMAroll-method Man page
coef,uGARCHfilter-method Man page
coef,uGARCHfit-method Man page
coef,uGARCHmultifilter-method Man page
coef,uGARCHmultifit-method Man page
coef,uGARCHroll-method Man page
combn Source code
confint,uGARCHfit-method Man page
convergence Man page Source code
convergence,ANY-method Man page
convergence,ARFIMAfit-method Man page
convergence,uGARCHfit-method Man page
convergence,uGARCHroll-method Man page
ddist Man page Source code
dged Source code
dgh Source code
dgh_R Source code
distplot Man page Source code
dji30ret Man page
djsu Source code
dkurtosis Man page Source code
dmbp Man page
dnig Source code
dsged Source code
dsgh Source code
dsghst Source code
dskewness Man page Source code
dsnig Source code
dsnorm Source code
dsstd Source code
dstd Source code
egarchKappa Source code
epsfn Source code
femme100 Source code
fgarchKappa Source code
fitdist Man page Source code
fitted,ARFIMAfilter-method Man page
fitted,ARFIMAfit-method Man page
fitted,ARFIMAforecast-method Man page
fitted,ARFIMAmultifilter-method Man page
fitted,ARFIMAmultifit-method Man page
fitted,ARFIMAmultiforecast-method Man page
fitted,ARFIMApath-method Man page
fitted,ARFIMAsim-method Man page
fitted,uGARCHfilter-method Man page
fitted,uGARCHfit-method Man page
fitted,uGARCHforecast-method Man page
fitted,uGARCHmultifilter-method Man page
fitted,uGARCHmultifit-method Man page
fitted,uGARCHmultiforecast-method Man page
fitted,uGARCHpath-method Man page
fitted,uGARCHsim-method Man page
fnbound Source code
fpm Man page Source code
fpm,ANY-method Man page
fpm,ARFIMAforecast-method Man page
fpm,ARFIMAroll-method Man page
fpm,uGARCHforecast-method Man page
fpm,uGARCHroll-method Man page
ftseq Man page Source code
funb Source code
gauss_legendre2D Source code
gauss_legendre2D_helper Source code
gedFit Source code
generatefwd Man page Source code
getspec Man page Source code
getspec,ANY-method Man page
getspec,ARFIMAfit-method Man page Man page
getspec,uGARCHfit-method Man page
ghFit Source code
ghat Source code
ghstFit Source code
ghypMean Source code
ghypMom Source code
ghyptransform Man page Source code
gjrgarchKappa Source code
gof Man page Source code
gof,ANY,ANY-method Man page
gof,uGARCHfilter,numeric-method Man page
gof,uGARCHfit,numeric-method Man page
halflife Man page Source code
halflife,ANY,ANY,ANY,ANY,ANY-method Man page
halflife,missing,numeric,character,character,ANY-method Man page
halflife,uGARCHfilter,missing,missing,missing,missing-method Man page
halflife,uGARCHfit,missing,missing,missing,missing-method Man page
halflife,uGARCHspec,missing,missing,missing,missing-method Man page
infocriteria Man page Source code
infocriteria,ANY-method Man page
infocriteria,ARFIMAfilter-method Man page
infocriteria,ARFIMAfit-method Man page
infocriteria,uGARCHfilter-method Man page
infocriteria,uGARCHfit-method Man page
is.aliased Source code
is.wholenumber Source code
jsuFit Source code
likelihood Man page Source code
likelihood,ANY-method Man page
likelihood,ARFIMAfilter-method Man page
likelihood,ARFIMAfit-method Man page
likelihood,ARFIMAmultifilter-method Man page
likelihood,ARFIMAmultifit-method Man page
likelihood,uGARCHfilter-method Man page
likelihood,uGARCHfit-method Man page
likelihood,uGARCHmultifilter-method Man page
likelihood,uGARCHmultifit-method Man page
loss.2lin Source code
loss.ae Source code
loss.ase Source code
loss.asq Source code
loss.da Source code
loss.lin Source code
loss.se Source code
loss.tr Source code
lossfn.ret Source code
lossfn.var Source code
mcsTest Man page Source code
momChangeAbout Source code
momRecursion Source code
move Man page Source code
multifilter Man page Source code
multifilter,ANY-method Man page
multifilter,ARFIMAmultifit-method Man page
multifilter,ARFIMAmultispec-method Man page
multifilter,uGARCHmultifit-method Man page
multifilter,uGARCHmultispec-method Man page
multifilter-methods Man page
multifit Man page Source code
multifit,ANY-method Man page
multifit,ARFIMAmultispec-method Man page
multifit,uGARCHmultispec-method Man page
multifit-methods Man page
multiforecast Man page Source code
multiforecast,ANY-method Man page
multiforecast,ARFIMAmultifit-method Man page
multiforecast,ARFIMAmultispec-method Man page
multiforecast,uGARCHmultifit-method Man page
multiforecast,uGARCHmultispec-method Man page
multiforecast-methods Man page
multispec Man page Source code
multispec,ANY-method Man page
multispec,vector-method Man page
multispec-methods Man page
nCm Source code
nazero Source code
neweywestcv Source code
newlagmatrix Source code
newsimpact Man page Source code
newsimpact,ANY-method Man page
newsimpact,uGARCHfilter-method Man page
newsimpact,uGARCHfit-method Man page
nigFit Source code
nigtransform Source code
normFit Source code
nyblom Man page Source code
nyblom,ANY-method Man page
nyblom,uGARCHfit-method Man page
ones Source code
pdist Man page Source code
persistence Man page Source code
persistence,ANY,ANY,ANY,ANY,ANY-method Man page
persistence,missing,numeric,character,character,ANY-method Man page
persistence,uGARCHfilter,missing,missing,missing,missing-method Man page
persistence,uGARCHfit,missing,missing,missing,missing-method Man page
persistence,uGARCHspec,missing,missing,missing,missing-method Man page
pged Source code
pgh Source code
pit Man page Source code
pit,ANY-method Man page
pit,uGARCHfilter-method Man page
pit,uGARCHfit-method Man page
pit,uGARCHroll-method Man page
pjsu Source code
plot,uGARCHboot,missing-method Man page
plot,uGARCHdistribution,missing-method Man page
plot,uGARCHfilter,missing-method Man page
plot,uGARCHfit,missing-method Man page
plot,uGARCHforecast,missing-method Man page
plot,uGARCHpath,missing-method Man page
plot,uGARCHroll,missing-method Man page
plot,uGARCHsim,missing-method Man page
pneg Source code
pnig Source code
psged Source code
psgh Source code
psghst Source code
psnig Source code
psnorm Source code
psstd Source code
pstd Source code
qdist Man page Source code
qged Source code
qgh Man page Source code
qjsu Source code
qnig Man page Source code
qsged Source code
qsgh Source code
qsghst Source code
qsnig Source code
qsnorm Source code
qsstd Source code
qstd Source code
quantile,uGARCHfilter-method Man page
quantile,uGARCHfit-method Man page
quantile,uGARCHforecast-method Man page
quantile,uGARCHpath-method Man page
quantile,uGARCHroll-method Man page
quantile,uGARCHsim-method Man page
quartic Source code
rGARCH-class Man page
rdist Man page Source code
reduce Man page Source code
reduce,ANY-method Man page
reduce,ARFIMAfit-method Man page
reduce,uGARCHfit-method Man page
repmat Source code Source code
report Man page Source code
report,ANY-method Man page
report,ARFIMAroll-method Man page
report,uGARCHroll-method Man page
residuals,ARFIMAfilter-method Man page
residuals,ARFIMAfit-method Man page
residuals,ARFIMAmultifilter-method Man page
residuals,ARFIMAmultifit-method Man page
residuals,uGARCHfilter-method Man page
residuals,uGARCHfit-method Man page
residuals,uGARCHmultifilter-method Man page
residuals,uGARCHmultifit-method Man page
resume Man page Source code
resume,ANY-method Man page
resume,ARFIMAroll-method Man page
resume,uGARCHroll-method Man page
rgarchdist Man page
rged Source code
rgh Source code
rjsu Source code
rnig Source code
robustvcv Source code
rsged Source code
rsgh Source code
rsgh_R Source code
rsghst Source code
rsnig Source code
rsnorm Source code
rsstd Source code
rstd Source code
rugarch Man page
rugarch-package Man page
setbounds<- Man page
setbounds<-,ANY,ANY-method Man page
setbounds<-,ARFIMAspec,vector-method Man page
setbounds<-,uGARCHspec,vector-method Man page
setfixed<- Man page
setfixed<-,ANY,ANY-method Man page
setfixed<-,ARFIMAspec,vector-method Man page
setfixed<-,uGARCHspec,vector-method Man page
setstart<- Man page
setstart<-,ANY,ANY-method Man page
setstart<-,ARFIMAspec,vector-method Man page
setstart<-,uGARCHspec,vector-method Man page
sgedFit Source code
sghFit Source code
show,ARFIMAdistribution-method Man page
show,ARFIMAfilter-method Man page
show,ARFIMAfit-method Man page
show,ARFIMAforecast-method Man page
show,ARFIMAmultifilter-method Man page
show,ARFIMAmultifit-method Man page
show,ARFIMAmultiforecast-method Man page
show,ARFIMAmultispec-method Man page
show,ARFIMApath-method Man page
show,ARFIMAroll-method Man page
show,ARFIMAsim-method Man page
show,ARFIMAspec-method Man page
show,uGARCHboot-method Man page
show,uGARCHdistribution-method Man page
show,uGARCHfilter-method Man page
show,uGARCHfit-method Man page
show,uGARCHforecast-method Man page
show,uGARCHmultifilter-method Man page
show,uGARCHmultifit-method Man page
show,uGARCHmultiforecast-method Man page
show,uGARCHmultispec-method Man page
show,uGARCHpath-method Man page
show,uGARCHroll-method Man page
show,uGARCHsim-method Man page
show,uGARCHspec-method Man page
sigma Man page
sigma,ANY-method Man page
sigma,uGARCHfilter-method Man page
sigma,uGARCHfit-method Man page
sigma,uGARCHforecast-method Man page
sigma,uGARCHmultifilter-method Man page
sigma,uGARCHmultifit-method Man page
sigma,uGARCHmultiforecast-method Man page
sigma,uGARCHpath-method Man page
sigma,uGARCHsim-method Man page
signbias Man page Source code
signbias,ANY-method Man page
signbias,uGARCHfilter-method Man page
signbias,uGARCHfit-method Man page
signbias-methods Man page
size Source code
skdomain Man page Source code
snormFit Source code
sp500ret Man page
spyreal Man page
sstdFit Source code
stdFit Source code
uGARCHboot-class Man page
uGARCHdistribution-class Man page
uGARCHfilter-class Man page
uGARCHfit-class Man page
uGARCHforecast-class Man page
uGARCHmultifilter-class Man page
uGARCHmultifit-class Man page
uGARCHmultiforecast-class Man page
uGARCHmultispec-class Man page
uGARCHpath-class Man page
uGARCHroll-class Man page
uGARCHsim-class Man page
uGARCHspec-class Man page
ugarchbench Man page Source code
ugarchboot Man page Source code
ugarchboot,ANY-method Man page
ugarchboot,uGARCHfit-method Man page
ugarchboot,uGARCHspec-method Man page
ugarchboot-methods Man page
ugarchdistribution Man page Source code
ugarchdistribution,ANY-method Man page
ugarchdistribution,uGARCHfit-method Man page
ugarchdistribution,uGARCHspec-method Man page
ugarchdistribution-methods Man page
ugarchfilter Man page Source code
ugarchfilter,ANY-method Man page
ugarchfilter,uGARCHspec-method Man page
ugarchfilter-methods Man page
ugarchfit Man page Source code
ugarchfit,ANY-method Man page
ugarchfit,uGARCHspec-method Man page
ugarchfit-methods Man page
ugarchforecast Man page Source code
ugarchforecast,ANY-method Man page
ugarchforecast,uGARCHfit-method Man page
ugarchforecast,uGARCHspec-method Man page
ugarchforecast-methods Man page
ugarchpath Man page Source code
ugarchpath,ANY-method Man page
ugarchpath,uGARCHspec-method Man page
ugarchpath-methods Man page
ugarchroll Man page Source code
ugarchroll,ANY-method Man page
ugarchroll,uGARCHspec-method Man page
ugarchroll-methods Man page
ugarchsim Man page Source code
ugarchsim,ANY-method Man page
ugarchsim,uGARCHfit-method Man page
ugarchsim-methods Man page
ugarchspec Man page Source code
ugarchspec,ANY-method Man page
ugarchspec-methods Man page
uncmean Man page Source code
uncmean,ANY-method Man page
uncmean,ARFIMAfilter-method Man page
uncmean,ARFIMAfit-method Man page
uncmean,ARFIMAspec-method Man page
uncmean,uGARCHfilter-method Man page
uncmean,uGARCHfit-method Man page
uncmean,uGARCHspec-method Man page
uncvariance Man page Source code
uncvariance,ANY,ANY,ANY,ANY,ANY,ANY-method Man page
uncvariance,missing,numeric,character,character,ANY,ANY-method Man page
uncvariance,uGARCHfilter,missing,missing,missing,missing,missing Man page
uncvariance,uGARCHfit,missing,missing,missing,missing,missing-me Man page
uncvariance,uGARCHspec,missing,missing,missing,missing,missing-m Man page
vcov,ARFIMAfit-method Man page
vcov,uGARCHfit-method Man page
zeros Source code
rugarch documentation built on June 21, 2025, 9:07 a.m.

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