General univariate ARCH models simulation and estimation

ARGARCHData | A sample of 1000 AR-GARCH observations |

meanSet | Set model conditional mean |

modelSet | Set model for general regression with ARCH type residuals |

NormData | A sample of 1000 N(2, 1) observations |

RegArchFit | Fit the parameters of a general regression with ARCH type... |

RegArchSim | Simulation of the model |

residualsSet | Set conditional residuals for the model |

varSet | Set conditional variance for general regression with ARCH... |

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