ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.

Univariate GARCH Models

package-ubuntu-20.04-r-4.0.5#cran#rugarch-1.4-4

High Level GARCH simulation class to hold the univariate and multivariate 
simulation objects.

A virtual Class: No objects may be created from it.

Class <code>"<a href="rGARCH-class.html">rGARCH</a>"</code>, directly.

No methods defined with class "GARCHsim" in the signature.

package-ubuntu-20.04-r-4.0.5#cran#rugarch-1.4-4#docs#GARCHsim-class

GARCHsim-class