tgarch

Here are 2 public repositories matching this topic...

keblu / MSGARCH

MSGARCH R Package

finance r time-series arch risk econometrics forecasting variance volatility garch forecasting-models gjr-garch egarch tgarch

Updated Aug 11, 2026
R

boyla950 / predicting-the-pound

Star

MSc Finance dissertation project at Newcastle University. This project focused on forecasting the volatility of exchange rates involving the Great British Pound using EWMA, GARCH-type and Implied Volatility models.

forecasting ols-regression garch time-series-analysis implied-volatility ewma volatility-modeling gjr-garch egarch tgarch

Updated Feb 7, 2024
Python

Improve this page

Add a description, image, and links to the tgarch topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the tgarch topic, visit your repo's landing page and select "manage topics."

Learn more