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ENH: Add tail risk diagnostics to ARCHModelResult (Hill estimator, excess kurtosis)

Status: Open.

#845 In bashtage/arch;

· samanvirajput opened on Jun 11, 2026

Technical caveats with advanced CI methods (bca, studentized) implemented for block bootstrap methods

Status: Open.

#801 In bashtage/arch;

· mjwillson opened on Sep 17, 2025

Support for obtaining p-values for significance tests from bootstrap classes

Status: Open.

#800 In bashtage/arch;

· mjwillson opened on Sep 17, 2025

Suggestion: Introduce parameter inverse transformation after fit to rescaled time series

Status: Open.

#748 In bashtage/arch;

· Kayne88 opened on Oct 22, 2024

How to simulate GARCH data for Monte Carlo simulations?

Status: Open.

#725 In bashtage/arch;

· bluefinch83 opened on May 13, 2024

Can we introduce an user-defined optional lower-bound in the stationary constraint of the variance process?

Status: Open.

#724 In bashtage/arch;

· sitmo opened on May 11, 2024

Details on Hansen's Skewed T

Status: Open.

#723 In bashtage/arch;

· sitfo-js opened on Apr 17, 2024

Source for Long Run Covariance Estimator

Status: Open.

#715 In bashtage/arch;

· novdanody opened on Feb 20, 2024

volatility forecast in comparison with realized volatility

Status: Open.

#701 In bashtage/arch;

· maryam1986safari opened on Dec 13, 2023

ENH: Add NGARCH specification to set of volatility processes

Status: Open.

#636 In bashtage/arch;

· itsNH98 opened on Apr 11, 2023

Rolling window forecast with rolling demean

Status: Open.

#633 In bashtage/arch;

· gavincyi opened on Mar 13, 2023

Local block bootstrap

Status: Open.

#617 In bashtage/arch;

· yngvem opened on Sep 29, 2022