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mfGARCH v0.2.2

• Minor adjustments to pass new CRAN checks

mfGARCH v0.2.1

• Better parameters for Hessian approximation makes HAC standard errors more robust

mfGARCH v0.2.0

• Better error management for OPG standard errors

mfGARCH v0.1.9

• Compatibility with R 4.0.0

mfGARCH v0.1.8

• More precise error messages
• More robust estimation methods
• OPG standard errors are calculated as well
• Additional simulation option for RVol(22) and RV(22) as dependent variables

mfGARCH v0.1.7

• Improved documentation for simulation functions
• Bugfix for simulating when using student-t
• Added K = K.two = 1, i.e. two covariates each with one lag
• Added K > 0 and K.two = 1 for unrestricted beta-weighting scheme

mfGARCH v0.1.6

• Hessian matrix more accurate

mfGARCH v0.1.5

• Support for two covariates

mfGARCH v0.1.4

• Predict function bugfix
• Better error messages
• Bugfix for calculating the variance ratio

mfGARCH v0.1.3

• New generic plot function

mfGARCH v0.1.2

• First release on CRAN

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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