GARCHIto

Provides functions to estimate model parameters and forecast future volatilities using the Unified GARCH-Ito [Kim and Wang (2016) ] and Realized GARCH-Ito [Song et. al. (2020) ] models. Optimization is done using augmented Lagrange multiplier method.

Last 30 days

This package has been downloaded 151 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 2 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 2,170 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Jun 07, 2024 with 30 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.