Nothing
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. Any scripts or data that you put into this service are public.
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