All pull requests

Pull requests

• BUG: Implement forecasting for ARCH-in-mean models

  #859·binggao1230 opened Jul 31, 2026·

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• Add Li-Mak (1994) portmanteau test for ARCH effects in standardized residuals

  #856·hass-nation opened Jun 29, 2026·

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• Add HAR model for realized volatility (Corsi 2009)

  #855·hass-nation opened Jun 28, 2026·

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• feat(multivariate): add CCC-GARCH and DCC-GARCH -- closes #242

  #854·hass-nation opened Jun 27, 2026·

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• ENH: Add residual diagnostics

  #850·albystack opened Jun 20, 2026·

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• Add tests for AR mean forecast simulation paths

  #849·aeshef opened Jun 17, 2026·

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• BUG: Ensure std_resid returns named pandas Series for numpy array inputs

  #844·samanvirajput opened Jun 11, 2026·

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• [Snyk] Security upgrade fonttools from 4.38.0 to 4.62.0

  #837·bashtage opened Apr 6, 2026Owner·

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• [Snyk] Security upgrade fonttools from 4.38.0 to 4.62.0

  #836·bashtage opened Apr 6, 2026Owner·

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• ENH: Add FIAPARCH volatility model

  #833·gjunjie opened Apr 3, 2026·

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• [Snyk] Security upgrade nbconvert from 7.6.0 to 7.17.0

  #830·bashtage opened Feb 3, 2026Owner·

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• [Snyk] Security upgrade urllib3 from 2.0.7 to 2.6.3

  #829·bashtage opened Jan 12, 2026Owner·

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• [Snyk] Fix for 4 vulnerabilities

  #827·bashtage opened Dec 15, 2025Owner·

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• [Snyk] Security upgrade urllib3 from 2.0.7 to 2.6.0

  #826·bashtage opened Dec 9, 2025Owner·

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• [Snyk] Security upgrade urllib3 from 2.0.7 to 2.6.0

  #825·bashtage opened Dec 9, 2025Owner·

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• Add Markov Switching GARCH volatility model

  #791·wday0507 opened Aug 29, 2025·

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• Add MAMean (MA(q)) model with volatility & forecasting support

  #778·premdev1234 opened Jun 16, 2025·

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• ENH: Add ability to append to a model

  #674·bashtage opened Jul 12, 2023Owner·

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• Experimental Feature - Accelerated NumPy

  #672·gavincyi opened Jul 5, 2023·

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• Rolling window forecast with rolling demean #633

  #634·gavincyi opened Mar 15, 2023·

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• ENH: Allow in- and out-of-sample parameters to be set

  #388·bashtage opened Apr 27, 2020Owner·

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• ENH: Add VAR-HAC long-run covariance estimation

  #363·bashtage opened Apr 1, 2020Owner·

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• ENH: Add variance targetting GARCH model

  #250·bashtage opened Oct 15, 2018Owner·

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• Implementing component GARCH process

  #188·RichardMM opened Aug 6, 2017·

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  14