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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.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.
Health stats visible at Monitor.