# bashtage/arch

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1,484 stars · 273 forks · Python · other

## Links

- GitHub: https://github.com/bashtage/arch
- Homepage: http://bashtage.github.io/arch/
- awesome-repositories: https://awesome-repositories.com/repository/bashtage-arch.md

## Topics

`adf` `arch` `bootstrap` `df-gls` `dickey-fuller` `finance` `financial-econometrics` `forecasting` `garch` `model-confidence-set` `multiple-comparison-procedures` `phillips-perron` `reality-check` `risk` `spa` `time-series` `unit-root` `variance` `volatility`

## Tags

### Part of an Awesome List

- [Time Series Analysis](https://awesome-repositories.com/f/awesome-lists/data/time-series-analysis.md) — ARCH models for volatility modeling in Python.
- [Python Libraries](https://awesome-repositories.com/f/awesome-lists/devtools/python-libraries.md) — Tools for time series modeling and volatility analysis.