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Pull requests: bashtage/arch

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Pull requests list

[Snyk] Security upgrade fonttools from 4.38.0 to 4.62.0
#837 opened Apr 6, 2026 by bashtage Loading…
1
[Snyk] Security upgrade fonttools from 4.38.0 to 4.62.0
#836 opened Apr 6, 2026 by bashtage Loading…
1
BUG: Use vol_model instead of vol for p type check in arch_model
#834 opened Apr 3, 2026 by gjunjie Loading…
1
ENH: Add FIAPARCH volatility model
#833 opened Apr 3, 2026 by gjunjie Loading…
11
[Snyk] Security upgrade nbconvert from 7.6.0 to 7.17.0
#830 opened Feb 3, 2026 by bashtage Loading…
1
[Snyk] Security upgrade urllib3 from 2.0.7 to 2.6.3
#829 opened Jan 12, 2026 by bashtage Loading…
1
[Snyk] Fix for 4 vulnerabilities
#827 opened Dec 15, 2025 by bashtage Loading…
1
[Snyk] Security upgrade urllib3 from 2.0.7 to 2.6.0
#826 opened Dec 9, 2025 by bashtage Loading…
1
[Snyk] Security upgrade urllib3 from 2.0.7 to 2.6.0
#825 opened Dec 9, 2025 by bashtage Loading…
1
Add Markov Switching GARCH volatility model
#791 opened Aug 29, 2025 by wday0507 Loading…
20
Add MAMean (MA(q)) model with volatility & forecasting support
#778 opened Jun 16, 2025 by premdev1234 Loading…
9
ENH: Add ability to append to a model
#674 opened Jul 12, 2023 by bashtage Loading…
5
Experimental Feature - Accelerated NumPy
#672 opened Jul 5, 2023 by gavincyi Loading…
1
Rolling window forecast with rolling demean #633
#634 opened Mar 15, 2023 by gavincyi Loading…
ENH: Allow in- and out-of-sample parameters to be set
#388 opened Apr 27, 2020 by bashtage Loading…
1
ENH: Add VAR-HAC long-run covariance estimation
#363 opened Apr 1, 2020 by bashtage Loading…
5
ENH: Add variance targetting GARCH model
#250 opened Oct 15, 2018 by bashtage Loading…
2
Implementing component GARCH process
#188 opened Aug 6, 2017 by RichardMM Loading…
14
ProTip! Exclude everything labeled bug with -label:bug.