ARMA-GARCH/APARCH Models with Stable, GEV and GAt Innovations R package GEVStableGarch version 2.0.0 Simulation, estimation and forecasting of autoregressive moving average (ARMA) models with generalized autoregressive conditional heteroskedasticity (GARCH) or asymmetric power ARCH (APARCH, with ARCH the autoregressive conditional heteroskedasticity model) errors, with stable (S0 parametrization), generalized extreme value (GEV) and generalized asymmetric t (GAt) innovations. The innovation distribution is a pluggable object, so user defined densities get the same fitting, simulation, stationarity and forecasting machinery. Software Depends: R (>= 4.1.0) Imports: libstable4u, Rsolnp, stats, utils Suggests: bgev, fGarch, ggplot2, knitr, rmarkdown, stabledist, testthat (>= 3.0.0) Thiago do Rego Sousa <thiagodoregosousa@gmail.com> Comprehensive R Archive Network (CRAN) Thiago do Rego Sousa [aut, cre], Cira Otiniano [ctb], Silvia Lopes [ctb], Diethelm Wuertz [ctb, cph] (filter and model structure adapted from fGarch) GPL (>= 2) 2026-11-03 application/tgz https://CRAN.R-project.org/package=GEVStableGarch doi:10.32614/CRAN.package.GEVStableGarch