# alexiosg/rugarch

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31 stars · 8 forks · R

## Links

- GitHub: https://github.com/alexiosg/rugarch
- awesome-repositories: https://awesome-repositories.com/repository/alexiosg-rugarch.md

## Description

Univariate GARCH models in R

## Tags

### Part of an Awesome List

- [Time Series Analysis](https://awesome-repositories.com/f/awesome-lists/data/time-series-analysis.md) — Univariate GARCH modeling in R.